No label defined (Q4353685)

Let \(Q_1,Q_2\) be linear bounded self-adjoined operators on a Hilbert space and \(A\) a closed operator; a bounded operator \(X\) solves the algebraic Riccati equation (ARE) if \[ A^*X+XA-XQ_1X+Q_2=0. \] The corresponding Hamiltonian operator is \(H=\left( \begin{smallmatrix} A & -Q_1 \\ - Q_2 & -A^* \end{smallmatrix} \right)\), \(D(H)= D(A) \oplus D(A^*)\). The main result states that the following are equivalent: 1. \(X\) is a solution of the ARE. 2. \(XD(A) \subset D(A^*)\), and the subspace \(V_X= \text{ran} {I\choose X}\) is an invariant subspace for \(H\). 3. \(XD(A) \subset XD (A^*)\), and for all \(\lambda \in \rho(H) \cap \rho (A-Q_1X)\) we have that \[ (\lambda I-H)^{-2} V_x\subset V_x. \] The last section of the paper is concerned with a special case, when \(A= -A^*\), and \(A\) has compact resolvent, and \(Q_1= Q_2 \geq 0\). For the entire collection see [Zbl 0865.00062].