On the algebraic Riccati equation
- 1 June 1976
- journal article
- research article
- Published by Cambridge University Press (CUP) in Bulletin of the Australian Mathematical Society
- Vol. 14 (3) , 457-461
- https://doi.org/10.1017/s0004972700025387
Abstract
In this note the matrix equation A + WB + BTW + WCW = 0 is considered. A monotoneity result and an inertia theorem on the location of the eigenvalues of W and B + CW are proved.Keywords
This publication has 5 references indexed in Scilit:
- Inertia theorems for matrices, controllability, and linear vibrationsLinear Algebra and its Applications, 1974
- Matrix quadratic equationsBulletin of the Australian Mathematical Society, 1974
- A Generalization of the Inertia TheoremSIAM Journal on Applied Mathematics, 1973
- Least squares stationary optimal control and the algebraic Riccati equationIEEE Transactions on Automatic Control, 1971
- Some theorems on the inertia of general matricesJournal of Mathematical Analysis and Applications, 1962