Nonlinear matrix equations of the Riccati type arising in mathematical modelling and simulation (Q804675)

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Nonlinear matrix equations of the Riccati type arising in mathematical modelling and simulation
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    Nonlinear matrix equations of the Riccati type arising in mathematical modelling and simulation (English)
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    1990
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    This article contains some necessary and sufficient conditions for the existence of solutions \(X\in {\mathbb{C}}^{n\times n}\) of the algebraic Riccati equation \(AX+XB+C+XDX=0\) with coefficients belonging to \({\mathbb{C}}^{n\times n}\). All the proofs are rather simple.
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    nonlinear matrix equations
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    existence of solutions
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    algebraic Riccati equation
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