It is shown that, under appropriate assumptions, the continuous algebraic Riccati equation with Toeplitz matrices as coefficients has Toeplitz-like solutions. Both infinite and sequences of finite Toeplitz matrices are considered, and also studied is the finite section method, which consists in approximating infinite systems by large finite truncations. The results are proved by translating the...

It is shown that, under appropriate assumptions, the continuous algebraic Riccati equation with Toeplitz matrices as coefficients has Toeplitz-like solutions. Both infinite and sequences of finite Toeplitz matrices are considered, and also studied is the finite section method, which consists in approximating infinite systems by large finite truncations. The results are proved by translating the...

Both linear time-invariant (LTI) and linear time-varying (LTV) systems are addressed. They are placed in a unified conceptual framework. The characteristic equation for each subclass is formulated as a Riccati equation. Where LTI-systems lead to algebraic Riccati equations, the LTV-case generalizes this result to differential Riccati equations.

By using majorization inequalities, we propose a new upper bound for summations of eigenvalues (including the trace) of the solution of the continuous algebraic Riccati equation. The bound extends some of the previous results under certain conditions. Finally, we give a numerical example to illustrate the effectiveness of our results.

By using majorization inequalities, we propose a new upper bound for summations of eigenvalues (including the trace) of the solution of the continuous algebraic Riccati equation. The bound extends some of the previous results under certain conditions. Finally, we give a numerical example to illustrate the effectiveness of our results.

In this paper we consider the generalized algebraic Riccati equation (GARE) for a continuous-time descriptor system. Necessary and sucient conditions for the existence of stabilizing solutions of the GARE are derived based on the Hamiltonian matrix pencil approach. A parametrization of all stabilizing solutions is also provided. The main result has a potential applicability to a wide class of ...