Existence and uniqueness of unmixed solu
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David J. Clements; Harald K. Wimmer
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Article
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2003
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Elsevier Science
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English
β 193 KB
A solution X of a discrete-time algebraic Riccati equation is called unmixed if the corresponding closed-loop matrix (X ) has the property that the common roots of det(sI -(X )) and det(I -s (X ) \* ) (if any) are on the unit circle. A necessary and su cient condition is given for existence and uniq