Normal forms of symplectic pencils and the discrete-time algebraic Riccati equation

DOI10.1016/0024-3795(91)90241-NMaRDI QIDQ755833zbMATH OpenOpenAlexWikidataFDO

Authors Harald K. Wimmer

Publication date 1991

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

Full work available at URL https://doi.org/10.1016/0024-3795(91)90241-n

zbMATH Keywords

discrete-time algebraic Riccati equationsymplectic pencilselementary divisorsNormal formsinertial invariantssymplectic equivalence

Mathematics Subject Classification ID

Canonical forms, reductions, classification (15A21) Matrix pencils (15A22) Matrix equations and identities (15A24) Algebraic methods (93B25)

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• Canonical forms for symplectic and Hamiltonian matrices
• Existence, uniqueness, and stability of solutions to singular linear quadratic optimal control problems
• On isometries of inner product spaces
• On the numerical solution of the discrete-time algebraic Riccati equation
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• The Algebraic Riccati Equation without Complete Controllability
• Unmixed Solutions of the Discrete-Time Algebraic Riccati Equation

Cited in

(11)

• Canonical forms for Hamiltonian and symplectic matrices and pencils
• Reduction of discrete algebraic Riccati equations: elimination of generalized eigenvalues on the unit circle
• Anti-triangular and anti-\(m\)-Hessenberg forms for Hermitian matrices and pencils
• A necessary and sufficient condition for the stability of linear Hamiltonian systems with periodic coefficients
• Hermitian solutions of the discrete-time algebraic Riccati equation
• Normal forms of symplectic matrices
• Normal forms for symplectic matrices
• Lipschitz properties of structure preserving matrix perturbations
• On the geometry of symplectic pencils arising from discrete-time matrix equations
• A reduction technique for discrete generalized algebraic and difference Riccati equations
• Canonical form of symplectic matrix pencils

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