Characterization of solutions of non-symmetric algebraic Riccati equations

被引：5
作者：
Dilip, A. Sanand Amita [1 ]
Pillai, Harish K. [1 ]
机构：
[1] Indian Inst Technol, Dept Elect Engn, Powai, India
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 2016年 / 507卷
关键词：
Non-symmetric algebraic Riccati equation; Sylvester equation; Poset; FACTORIZATION;
D O I：
10.1016/j.laa.2016.06.032
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We give a new characterization of the solution set of non symmetric algebraic Riccati equations involving real matrices. Our characterization involves the use of invariant subspaces of the, coefficient matrices. We also give a poset structure on the solutions of ARE and explore some properties of this poset (partially ordered set). (C) 2016 Elsevier Inc. All rights reserved.
引用
收藏
页码：356 / 372
页数：17
相关论文
共 23 条
  • [1] Abou-Kandil H., 2003, control and systems theory
  • [2] [Anonymous], 1972, MATH SCI ENG
  • [3] Bini DA, 2012, FUND ALGORITHMS, V9, P1
  • [4] Bittanti S., 2012, The Riccati Equation
  • [5] POLYNOMIAL FACTORIZATION VIA RICCATI EQUATION
    CLEMENTS, DJ
    ANDERSON, BDO
    [J]. SIAM JOURNAL ON APPLIED MATHEMATICS, 1976, 31 (01) : 179 - 205
  • [6] Coppel W. A., 1974, Bulletin of the Australian Mathematical Society, V10, P377, DOI 10.1017/S0004972700041071
  • [7] TOTAL LINEAR LEAST-SQUARES AND THE ALGEBRAIC RICCATI EQUATION
    DEMOOR, B
    DAVID, J
    [J]. SYSTEMS & CONTROL LETTERS, 1992, 18 (05) : 329 - 337
  • [8] Yet another characterization of solutions of the Algebraic Riccati Equation
    Dilip, A. Sanand Amita
    Pillai, Harish K.
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2015, 481 : 1 - 35
  • [9] A STATE-SPACE APPROACH TO DISCRETE-TIME SPECTRAL FACTORIZATION
    FAIRMAN, FW
    DANYLCHUK, GJ
    LOUIE, J
    ZAROWSKI, CJ
    [J]. IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS, 1992, 39 (03) : 161 - 170
  • [10] A survey of nonsymmetric Riccati equations
    Freiling, G
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2002, 351 : 243 - 270
123