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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