Riccati inequalities and reproducing kernel Hilbert spaces (Q861008)

The authors consider the matrix Riccati equation \(XA^*+AX+XC^*JCX=Q\) with \(Q=Q^*\), \(J\) being a signature matrix. They develop connections between its positive semidefinite solutions and finite dimensional reproducing kernel Hilbert spaces based on rectangular \((J,\tilde{J})\)-coinner proper rational matrix-valued functions \(\Theta (\lambda )\). (A proper rational \(m\times (m+k)\) matrix-valued function \(\Theta (\lambda )\) is \((J,\tilde{J})\)-coisometric if \(J=\Theta (\lambda )\tilde{J}\Theta (\lambda )^*\) for \(\lambda \in i{\mathbb R}\) (\(\lambda\) not a pole of \(\Theta\)), it is \((J,\tilde{J})\)-contractive if \(J-\Theta (\lambda )\tilde{J}\Theta (\lambda )^*\geq 0\) for Re\(\lambda >0\) (\(\lambda\) not a pole of \(\Theta\)), and it is \((J,\tilde{J})\)-coinner if it is both \((J,\tilde{J})\)-coisometric and \((J,\tilde{J})\)-contractive.) These results are applied to obtain factorization formulas for \(\Theta (\lambda )\) in terms of elementary factors. As a biproduct the authors obtain formulas for the factors in a version of a theorem of Leech.