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

DOI10.1016/0024-3795(91)90241-NzbMATH Open0722.15012OpenAlexW2141073656WikidataQ127359106 ScholiaQ127359106MaRDI QIDQ755833FDOQ755833

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)

Cites Work

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• Canonical forms for symplectic and Hamiltonian matrices
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• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• On isometries of inner product spaces
• On the numerical solution of the discrete-time algebraic Riccati equation
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• Existence, uniqueness, and stability of solutions to singular linear quadratic optimal control problems
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• Unmixed Solutions of the Discrete-Time Algebraic Riccati Equation
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• The Algebraic Riccati Equation without Complete Controllability
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Cited In (11)

• Canonical forms for Hamiltonian and symplectic matrices and pencils
• Normal forms for symplectic matrices
• Hermitian solutions of the discrete-time algebraic Riccati equation
• On the geometry of symplectic pencils arising from discrete-time matrix equations
• 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
• Lipschitz properties of structure preserving matrix perturbations
• Reduction of discrete algebraic Riccati equations: elimination of generalized eigenvalues on the unit circle
• Canonical form of symplectic matrix pencils
• A reduction technique for discrete generalized algebraic and difference Riccati equations
• Normal forms of symplectic matrices

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