Families of Solutions of Algebraic Riccati Equations

2018/01/29 by Alpago, Daniele, Ferrante, Augusto
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1801.09557

Abstract

We consider Homogeneous Algebraic Riccati Equations in the general situation when the matrix of the dynamics can be "mixed". We show that in this case the equation may have infinitely many families of solutions. An analysis of these families is carried over and explicit formulas are derived. We also derive sufficient conditions under which the union of the families covers the whole set of solutions.

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