Solving the infinite-dimensional discrete-time algebraic Riccati equation using the extended symplectic pencil (Q2565305)

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Solving the infinite-dimensional discrete-time algebraic Riccati equation using the extended symplectic pencil
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    Solving the infinite-dimensional discrete-time algebraic Riccati equation using the extended symplectic pencil (English)
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    11 March 1997
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    Algebraic Riccati equations associated to infinite dimensional discrete-time systems are considered. An operator pencil is associated (extended symplectic pencil). All linear bounded solutions of a corresponding algebraic Riccati system are obtained in terms of the deflating subspaces of the extended symplectic pencil. A characterization of self-adjoined, nonnegative and stabilizing solutions is obtained. Criteria for the discrete-time infinite dimensional algebraic Riccati equation to have a maximal self-adjoined solution are given.
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    algebraic Riccati equations
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    infinite dimensional
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    discrete-time systems
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    symplectic pencil
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