Asymmetric Algebraic Riccati Equation: A homeomorphic parametrization of the set of solutions

نویسندگان

  • Augusto Ferrante
  • Michele Pavon
  • Stefano Pinzoni
چکیده

In this paper, asymmetric Algebraic Riccati Equations are analyzed. We derive a new parametrization of the set of solutions, which may be viewed as alternative to the classical one based on Lagrangian subspaces of a “pseudo-Hamiltonian” matrix. Generalizing the symmetric case, the proposed parametrization is given in terms of pairs of invariant subspaces of two related “feedback” matrices. Extending on recent works [32, 11], we show that this parametrization is indeed given by a homeomorphic map.

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تاریخ انتشار 2006