English

Existence and uniqueness of solutions to the operator Riccati equation. A geometric approach

Spectral Theory 2007-05-23 v1

Abstract

We introduce a new concept of unbounded solutions to the operator Riccati equation A1XXA0XVX+V=0A_1 X - X A_0 - X V X + V^\ast = 0 and give a complete description of its solutions associated with the spectral graph subspaces of the block operator matrix B=(A0VVA1)\mathbf{B} = \begin{pmatrix} A_0 & V V^\ast & A_1 \end{pmatrix}. We also provide a new characterization of the set of all contractive solutions under the assumption that the Riccati equation has a contractive solution associated with a spectral subspace of the operator B\mathbf{B}. In this case we establish a criterion for the uniqueness of contractive solutions.

Keywords

Cite

@article{arxiv.math/0207125,
  title  = {Existence and uniqueness of solutions to the operator Riccati equation. A geometric approach},
  author = {Vadim Kostrykin and Konstantin A. Makarov and Alexander K. Motovilov},
  journal= {arXiv preprint arXiv:math/0207125},
  year   = {2007}
}