Normal forms of symplectic pencils and the discrete-time algebraic Riccati equation

DOI10.1016/0024-3795(91)90241-NzbMath0722.15012OpenAlexW2141073656WikidataQ127359106 ScholiaQ127359106MaRDI QIDQ755833

Harald K. Wimmer

Publication date: 1991

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(91)90241-n

zbMATH Keywords

discrete-time algebraic Riccati equationsymplectic pencilselementary divisorsNormal formsinertial invariantssymplectic equivalence

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Algebraic methods (93B25) Canonical forms, reductions, classification (15A21) Matrix pencils (15A22)

Related Items

Reduction of discrete algebraic Riccati equations: elimination of generalized eigenvalues on the unit circle ⋮ A reduction technique for discrete generalized algebraic and difference Riccati equations ⋮ Canonical form of symplectic matrix pencils ⋮ Normal forms for symplectic matrices ⋮ Lipschitz properties of structure preserving matrix perturbations ⋮ Hermitian solutions of the discrete-time algebraic Riccati equation ⋮ A necessary and sufficient condition for the stability of linear Hamiltonian systems with periodic coefficients ⋮ Canonical forms for Hamiltonian and symplectic matrices and pencils ⋮ Normal forms of symplectic matrices ⋮ Anti-triangular and anti-\(m\)-Hessenberg forms for Hermitian matrices and pencils ⋮ On the geometry of symplectic pencils arising from discrete-time matrix equations

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• On the numerical solution of the discrete-time algebraic Riccati equation
• Unmixed Solutions of the Discrete-Time Algebraic Riccati Equation
• Canonical forms for symplectic and Hamiltonian matrices

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