Asymmetric algebraic Riccati equation: A homeomorphic parametrization of the set of solutions (Q5935584)

The real quadratic matrix equation \(A_1X + XA_2 + XPX + Q = 0\) is in the symmetric case, i. e., when the parameter matrices \(A_1\), \(A_2\), \(P\) and \(Q\) satisfy conditions \(A_1=A_2^{T}\), \(P=P^T\) and \(Q=Q^T\), reduced to the classical algebraic Riccati equation. In this paper the parametrization of the set of solutions of the asymmetric form of the algebraic Riccati equation is given in terms of pairs of subspaces of two generalized feedback matrices in analogy with the known theory for the symmetric algebraic Riccati equation. The correspondence between the set of solutions of algebraic Riccati equations and pairs of invariant subspaces of such feedback matrices is also proved. It is known that the proposed parametrization is given by a homeomorphic map. In appendix an alternative direct proof of this result is presented.