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