✦ LIBER ✦

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

✍ Scribed by Augusto Ferrante; Michele Pavon

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 159 KB
Volume: 292
Category: Article
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(99)00030-0

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✦ Synopsis

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.