The non-symmetric discrete algebraic Riccati equation and canonical factorization of rational matrix functions on the unit circle

DOI10.1007/S00020-010-1747-1zbMATH Open1210.47045OpenAlexW2124522014MaRDI QIDQ989946FDOQ989946

Authors: Arthur E. Frazho, Marinus Kaashoek, André C. M. Ran 

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

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zbMATH Keywords

Toeplitz operatorsRiccati difference equationSchur complementscanonical factorizationfinite section methoddiscrete algebraic Riccati equationrational matrix functions

Mathematics Subject Classification ID

Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Matrix equations and identities (15A24) Harmonic analysis in one variable (42A99) Difference equations (39A99)

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Cited In (17)

• A state space approach to canonical factorization with applications
• Unitary solutions of a class of algebraic Riccati equations and factorization
• On the relation between additive and multiplicative decompositions of rational matrix functions
• Factorization of Singular Matrix Polynomials and Matrices with Circular Higher Rank Numerical Ranges
• Canonical factorization of rational matrix functions. A note on a paper by P. Dewilde
• State space formulas for a suboptimal rational Leech problem. I: Maximum entropy solution
• The Bezout-corona problem revisited: Wiener space setting
• A Toeplitz-like operator with rational matrix symbol having poles on the unit circle: invertibility and Riccati equations
• Wiener-Hopf factorization indices of rational matrix functions with respect to the unit circle in terms of realization
• Right invertible multiplication operators and stable rational matrix solutions to an associate Bezout equation. I: The least squares solution
• Solving continuous time Leech problems for rational operator functions
• Title not available (Why is that?)
• State space formulae for stable rational matrix solutions of a Leech problem
• Rational matrix solutions of a Bezout type equation on the half-plane
• The discrete algebraic Riccati equation and Hermitian block Toeplitz matrices
• Wiener-Hopf indices of unitary functions on the unit circle in terms of realizations and related results on Toeplitz operators
• Title not available (Why is that?)

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