Algebraic Properties of Riccati equations
نویسنده
چکیده
In this paper we examine the question when the LQR Riccati equation for matrices with components in a subalgebra A of L(H), where H is a Hilbert space, will have a unique nonnegative exponentially stabilizing solution with components in A. We give counterexamples to results claimed in the literature and some positive results for 2× 2 matrices. In addition, we pose a conjecture and an algebraic problem.
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