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The symmetric algebraic Riccati equation

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Part of the book series: Operator Theory: Advances and Applications ((OT,volume 200))

Abstract

As we know from the previous part there is an intimate connection between canonical factorization and Riccati equations. In this chapter this connection is developed further for the case when the rational matrix functions involved have Hermitian values on the imaginary axis. In this case the corresponding Riccati equation has additional symmetry properties too.

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© 2010 Birkhäuser/Springer Basel AG

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Bart, H., Kaashoek, M.A., Ran, A.C.M. (2010). The symmetric algebraic Riccati equation. In: A State Space Approach to Canonical Factorization with Applications. Operator Theory: Advances and Applications, vol 200. Birkhäuser Basel. https://doi.org/10.1007/978-3-7643-8753-2_14

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