The algebraic Riccati inequality: Parametrization of solutions, tightest local frames and generalized feedback matrices

Augusto Ferrante; Michele Pavon

doi:10.1016/S0024-3795(99)00030-0

The algebraic Riccati inequality: Parametrization of solutions, tightest local frames and generalized feedback matrices

Augusto Ferrante, Michele Pavon

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

Extending on previous work by Faurre, Scherer and Pavon, a parametrization of the symmetric solutions of the algebraic Riccati inequality is established. This is then applied to derive new results on tightest local frames, and on generalized feedback matrices that arise in stochastic realization theory.

Original language	English (US)
Pages (from-to)	187-206
Number of pages	20
Journal	Linear Algebra and Its Applications
Volume	292
Issue number	1-3
DOIs	https://doi.org/10.1016/S0024-3795(99)00030-0
State	Published - May 1 1999

Keywords

Algebraic Riccati equation
Algebraic Riccati inequality
Stochastic realization
Tightest local frame

ASJC Scopus subject areas

Algebra and Number Theory
Numerical Analysis
Geometry and Topology
Discrete Mathematics and Combinatorics

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10.1016/S0024-3795(99)00030-0

Cite this

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abstract = "Extending on previous work by Faurre, Scherer and Pavon, a parametrization of the symmetric solutions of the algebraic Riccati inequality is established. This is then applied to derive new results on tightest local frames, and on generalized feedback matrices that arise in stochastic realization theory.",

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The algebraic Riccati inequality: Parametrization of solutions, tightest local frames and generalized feedback matrices

Abstract

Keywords

ASJC Scopus subject areas

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