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Intervals of solutions of the discrete-time algebraic Riccati equation |
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| Authors: | Harald K Wimmer |
| Affiliation: | Mathematisches Institut, Universität Würzburg, D-97074 Würzburg, Germany |
| Abstract: | If two solutions Y Z of the DARE are given then the set of solutions X with YXZ can be parametrized by invariant subspaces of the closed loop matrix corresponding to Y. The paper extends the geometric theory of Willems from the continuous-time to the discrete-time ARE making the weakest possible assumptions. |
| Keywords: | Discrete-time algebraic Riccati equation Parametrization by invariant subspaces Intervals of solutions |
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