Analytical construction of a negative semidefinite solution of algebraic Riccati equations and its application

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Abstract

A sufficient condition for the existence of a symmetric negative semidefinite solution of algebraic matrix Riccati equations is given, and at the same time the negative semidefinite solution is constructed by an analytical method. A few properties of the negative semidefinite solution are also investigated. It is shown that the negative semidefinite solution having those properties plays a more important role than a positive semidefinite solution in the existence problem of the solution of the corresponding Riccati differential (difference) equations. The results are applied to this existence problem. © 1983.

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APA

Sasagawa, T. (1983). Analytical construction of a negative semidefinite solution of algebraic Riccati equations and its application. Applied Mathematics and Computation, 13(1–2), 37–54. https://doi.org/10.1016/0096-3003(83)90029-2

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