On discrete algebraic Riccati equations: a rank characterization of solutions

DOI10.1016/J.LAA.2017.04.001MaRDI QIDQ2359564zbMATH OpenOpenAlexFDO

Authors A. Sanand Amita Dilip, Harish K. Pillai, Raphaël M. Jungers

Publication date 22 June 2017

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2017.04.001

zbMATH Keywords

Schur complementnon-symmetric algebraic Riccati equationdiscrete Lyapunov equationdifference Riccati equationdiscrete algebraic Riccati equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

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Cited in

(4)

• A characterization of solutions of the discrete-time algebraic Riccati equation based on quadratic difference forms
• Families of solutions of algebraic Riccati equations
• Yet another characterization of solutions of the algebraic Riccati equation
• A characterization of solutions of the ARE and ARI

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