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On Riccati equations in Banach algebras

By Ruth F. Curtain and Amol J. Sasane

Abstract

Let $R$ be a commutative complex Banach algebra with the involution $\cdot^{\star}$ and suppose that $A\in R^{n\times n}$, $B\in R^{n\times m}$, $C\in R^{p\times n}$. The question of when the Riccati equation $PBB^{\star}P-PA-A^{\star}P-C^{\star}C=0$ has a solution $P\in R^{n\times n}$ is investigated. A counterexample to a previous result in the literature on this subject is given, followed by sufficient conditions on the data guaranteeing the existence of such a $P$. Finally, applications to spatially distributed systems are discussed

Topics: QA Mathematics
Publisher: Society for Industrial and Applied Mathematics
Year: 2011
DOI identifier: 10.1137/100806011
OAI identifier: oai:eprints.lse.ac.uk:37655
Provided by: LSE Research Online
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