On the existence of a positive definite solution of the matrix equation \(X+A^ T X^{-1} A=I\)

DOI10.1016/0024-3795(93)90115-5zbMath0798.15013OpenAlexW2145933873MaRDI QIDQ1318219

Jacob Christiaan Engwerda

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

zbMATH Keywords

algorithmmatrix equationnormal matricespositive definite solutionindefinite linear/quadratic, discrete-time optimal control problem

Mathematics Subject Classification ID

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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

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