1,772 research outputs found
Pick matrix conditions for sign-definite solutions of the algebraic Riccati equation
We study the existence of positive and negative semidefinite solutions of algebraic Riccati equations (ARE) corresponding to linear quadratic problems with an indefinite cost functional. The problem to formulate reasonable necessary and sufficient conditions for the existence of such solutions is a long-standing open problem. A central role is played by certain two-variable polynomial matrices associated with the ARE. Our main result characterizes all unmixed solutions of the ARE in terms of the Pick matrices associated with these two-variable polynomial matrices. As a corollary of this result we obtain that the signatures of the extremal solutions of the ARE are determined by the signatures of particular Pick matrices
Minimal symmetric Darlington synthesis
We consider the symmetric Darlington synthesis of a p x p rational symmetric
Schur function S with the constraint that the extension is of size 2p x 2p.
Under the assumption that S is strictly contractive in at least one point of
the imaginary axis, we determine the minimal McMillan degree of the extension.
In particular, we show that it is generically given by the number of zeros of
odd multiplicity of I-SS*. A constructive characterization of all such
extensions is provided in terms of a symmetric realization of S and of the
outer spectral factor of I-SS*. The authors's motivation for the problem stems
from Surface Acoustic Wave filters where physical constraints on the
electro-acoustic scattering matrix naturally raise this mathematical issue
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