Optimization and Systems Theory Seminar
Friday, December 8, 2000, 11.00-12.00, Room 3721, Lindstedtsv. 25


Jarmo Malinen
Division of Optimization and Systems Theory
Department of Mathematics
KTH
E-mail: jarmo.malinen@math.kth.se

On $H\sp{\infty}$ algebraic Riccati equations

Let U, H and Y separable Hilbert spaces. Let $A \in \mathcal L(H)$, $B \in \mathcal L(U,H)$, $C \in \mathcal L(H,Y)$, $D \in \mathcal L(U,Y)$.We consider several spectral factorization, partial ordering and invariant subspace problems, associated to an operator-valued $H\sp{\infty}$-transfer function
\begin{displaymath} \mathcal{D}(z) = D + z C(I - zA)\sp{-1} B.\end{displaymath}
and certain solutions of an associated discrete time algebraic Riccati equation
\begin{align*} \cases & A\sp{\ast}P A - P + C\sp{\ast}J C = K_P \sp{\ast}\Lamb... ... B, \\ & \Lambda_P K_P = - D\sp{\ast}J C - B\sp{\ast}P A. \endcases\end{align*}
Calendar of seminars
Last update: November 30, 2000 by Anders Forsgren, anders.forsgren@math.kth.se.