The non-symmetric discrete algebraic Riccati equation and canonical factorization of rational matrix functions on the unit circle
DOI10.1007/s00020-010-1747-1zbMath1210.47045OpenAlexW2124522014MaRDI QIDQ989946
Marinus A. Kaashoek, André C. M. Ran, Arthur E. Frazho
Publication date: 23 August 2010
Published in: Integral Equations and Operator Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00020-010-1747-1
Toeplitz operatorsSchur complementsRiccati difference equationcanonical factorizationfinite section methoddiscrete algebraic Riccati equationrational matrix functions
Matrix equations and identities (15A24) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Difference equations (39A99) Harmonic analysis in one variable (42A99)
Related Items (12)
Cites Work
- Factorization of matrix and operator functions. The state space method
- Classes of linear operators. Vol. II
- Metric constrained interpolation, commutant lifting and systems
- Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation \(X+A^*X^{-1}A=Q\)
- The stabilizing solution of the discrete algebraic riccati equation
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