Hamiltonians with Riesz bases of generalised eigenvectors and Riccati equations

DOI10.1512/IUMJ.2011.60.4407MaRDI QIDQ4899232zbMATH OpenOpenAlexFDO

Authors C. Wyss

Publication date 7 January 2013

Published in Indiana University Mathematics Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1005.5336, http://www.iumj.indiana.edu/IUMJ/ABS/2011/4407

zbMATH Keywords

invariant subspaceRiccati equationindefinite inner productHamiltonian operator matrixRiesz basis of generalised eigenvectors

Mathematics Subject Classification ID

Invariant subspaces of linear operators (47A15) Linear operators on spaces with an indefinite metric (47B50) Equations involving linear operators, with operator unknowns (47A62) Applications of operator theory in systems, signals, circuits, and control theory (47N70) (Generalized) eigenfunction expansions of linear operators; rigged Hilbert spaces (47A70)

Abstract: An algebraic Riccati equation for linear operators is studied, which arises in systems theory. For the case that all involved operators are unbounded, the existence of infinitely many selfadjoint solutions is shown. To this end, invariant graph subspaces of the associated Hamiltonian operator matrix are constructed by means of a Riesz basis with parentheses of generalised eigenvectors and two indefinite inner products. Under additional assumptions, the existence and a representation of all bounded solutions is obtained. The theory is applied to Riccati equations of differential operators.

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Cited in

(11)

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