Extending on previous work by Faurre, Scherer and Pavon, a parametrization of the symmetric solutions of the algebraic Riccati inequality is established. This is then applied to derive new results on tightest local frames, and on generalized feedback matrices that arise in stochastic realization theory.

The Algebraic Riccati Inequality: Parametrization of Solutions, Tightest Local Frames and Generalized Feedback Matrices

FERRANTE, AUGUSTO;PAVON, MICHELE
1999

Abstract

Extending on previous work by Faurre, Scherer and Pavon, a parametrization of the symmetric solutions of the algebraic Riccati inequality is established. This is then applied to derive new results on tightest local frames, and on generalized feedback matrices that arise in stochastic realization theory.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/2464545
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