On the existence of a positive definite solution of the matrix equation \(X+A^ T X^{-1} A=I\)
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Publication:1318219
DOI10.1016/0024-3795(93)90115-5zbMath0798.15013MaRDI QIDQ1318219
Publication date: 28 April 1994
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(93)90115-5
algorithm; matrix equation; normal matrices; positive definite solution; indefinite linear/quadratic, discrete-time optimal control problem
93C55: Discrete-time control/observation systems
15A24: Matrix equations and identities
49N10: Linear-quadratic optimal control problems
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Cites Work
- Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems
- Fast projection methods for minimal design problems in linear system theory
- Matrix Analysis
- Families of linear-quadratic problems: Continuity properties
- Spectral theory of the linear-quadratic optimal control problem: Discrete-time single-input case
- The Stabilizing Solution of the Algebraic Riccati Equation
