Generalized Solutions of Riccati Equalities and Inequalities
نویسنده
چکیده
In this talk we present the Riccati inequality and equality for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results are based on earlier work on the Kalman-Yakubovich-Popov inequality in [AKP1]. The main theorems are closely related to the results of Yu.M. Arlinskĭı [ARL]. The main difference is that we do not assume the original system to be a passive scattering system, and we allow the solutions of the Riccati inequality and equality to satisfy weaker conditions. This talk is based on recent joint work [AKP2] with Marinus Kaashoek and Damir Arov.
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