International Journal of Control, Vol.59, No.2, 463-471, 1994
Existence of Positive-Definite and Semidefinite Solutions of Discrete-Time Algebraic Riccati-Equations
The discrete-time algebraic Riccati equation X - F*XF + F*XG(I + G*XG)-1G*XF - H*H = 0 is studied. Necessary and sufficient conditions for the existence of positive-definite and positive-semidefinite solutions are given.