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Stable Hermitian solutions of discrete algebraic Riccati equations |
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| Authors: | André C. M. Ran Leiba Rodman |
| Affiliation: | (1) Faculteit Wiskunde en Informatica, Vrije Universiteit, De Boelelaan 1081, 1081 HV Amsterdam, The Netherlands;(2) Department of Mathematics, The College of William and Mary, 23187-8795 Williamsburg, Virginia, USA |
| Abstract: | Stable and Lipschitz stable hermitian solutions of the discrete algebraic Riccati equations are characterized, in the complex as well as in the real case.This paper was written while the first author visited The College of William and Mary.Partially supported by NSF Grant DMS-8802836 and by the Binational United States-Israel Science Foundation. |
| Keywords: | Discrete algebraic Riccati equation Stable solution Invariant Lagrangian subspace J-unitary matrix |
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