The solution set of the algebraic Riccati equation and the algebraic Riccati inequality (Q807714)

The author presents a way of parametrizing the set of Hermitian solutions of both the algebraic Riccati equation (ARE) and the algebraic Riccati inequality (ARI), and also provides necessary and sufficient conditions for the existence of a maximal (minimal) solution of the ARE or the ARI, in the whole set of solutions. Throughout the paper it is assumed that the linear control system \(x'=Ax+Bu\) is sign-controllable, that is, for all \(\lambda \in {\mathbb{C}}\), (A-\(\lambda\) I,B) or \((A+{\bar \lambda}I\), B) is of full row rank over \({\mathbb{C}}\).