In this paper we consider the solutions of linear systems of saddle point problems‎. ‎By using the spectrum of a quadratic matrix polynomial‎, ‎we study the eigenvalues of the iterative matrix of the Hermitian and skew Hermitian splitting method‎.

3 Quadratic Optimal Control 5 3.1 Linear Quadratic Optimal State Regulator Design . . . . . . . . . . . . . . . . . 6 3.2 Linear Quadratic Optimal Output Regulator Design . . . . . . . . . . . . . . . . 9 3.3 Stability of LQ controller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 3.4 Linear Quadratic Gaussian (LQG) Control . . . . . . . . . . . . . . . . . . . . . 11 3.4.1 S...