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 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

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)

• State space formulas for a suboptimal rational Leech problem. I: Maximum entropy solution
• On the relation between additive and multiplicative decompositions of rational matrix functions
• A state space approach to canonical factorization with applications
• Wiener-Hopf indices of unitary functions on the unit circle in terms of realizations and related results on Toeplitz operators
• scientific article; zbMATH DE number 21837 (Why is no real title available?)
• The Bezout-corona problem revisited: Wiener space setting
• Right invertible multiplication operators and stable rational matrix solutions to an associate Bezout equation. I: The least squares solution
• Canonical factorization of rational matrix functions. A note on a paper by P. Dewilde
• Rational matrix solutions of a Bezout type equation on the half-plane
• State space formulae for stable rational matrix solutions of a Leech problem
• Factorization of Singular Matrix Polynomials and Matrices with Circular Higher Rank Numerical Ranges
• The discrete algebraic Riccati equation and Hermitian block Toeplitz matrices
• Solving continuous time Leech problems for rational operator functions
• Unitary solutions of a class of algebraic Riccati equations and factorization
• scientific article; zbMATH DE number 1665560 (Why is no real title available?)
• 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

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