Generalized solutions of Riccati equalities and inequalities

MaRDI QIDQ5507202zbMATH OpenFDO

Authors D. R. Pik, Damir Z. Arov, Marinus Kaashoek

Publication date 16 December 2016

Full work available at URL https://arxiv.org/abs/1609.00059

zbMATH Keywords

discrete time passive systemsRiccati equalityRiccati inequality

Mathematics Subject Classification ID

Operator colligations (= nodes), vessels, linear systems, characteristic functions, realizations, etc. (47A48) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Equations involving linear operators, with operator unknowns (47A62) Discrete-time control/observation systems (93C55)

Abstract: The Riccati inequality and equality are studied for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results obtained are an addition to and based on our earlier work on the Kalman-Yakubovich-Popov inequality in [6]. The main theorems are closely related to the results of Yu. M. Arlinskiu{i} in [3]. The main difference is that we do not assume the original system to be a passive scattering system, and we allow the solutions of the Riccati inequality and equality to satisfy weaker conditions.

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(6)

• The solution for the generalized Riccati algebraic equations of linear equality constraint system
• The Kalman-Yakubovich-Popov inequality for passive discrete time-invariant systems
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• A new systems theory perspective on canonical Wiener-Hopf factorization on the unit circle
• Generalized Riccati equations for the full- and reduced-order mixed-norm \(H_ 2/H_{\infty}\) standard problem

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