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Stable Hermitian solutions of discrete algebraic Riccati equations

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Abstract

Stable and Lipschitz stable hermitian solutions of the discrete algebraic Riccati equations are characterized, in the complex as well as in the real case.

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This paper was written while the first author visited The College of William and Mary.

Partially supported by NSF Grant DMS-8802836 and by the Binational United States-Israel Science Foundation.

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Ran, A.C.M., Rodman, L. Stable Hermitian solutions of discrete algebraic Riccati equations. Math. Control Signal Systems 5, 165–193 (1992). https://doi.org/10.1007/BF01215844

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