Related papers: On the Solution of the Nonsymmetric T-Riccati Equa…
This paper is concerned with the nonnegative inverse eigenvalue problem of finding a nonnegative matrix such that its spectrum is the prescribed self-conjugate set of complex numbers. We first reformulate the nonnegative inverse eigenvalue…
A supersymmetric one-dimensional matrix procedure similar to relationships of the same type between Dirac and Schrodinger equations in particle physics is described at the general level. By this means we are able to introduce a nonhermitic…
Some twenty years ago we introduced a nonstandard matrix Riccati equation to solve the partial stochastic realization problem. In this paper we provide a new derivation of this equation in the context of system identification. This allows…
Stochastic algebraic Riccati equations, also known as rational algebraic Riccati equations, arising in linear-quadratic optimal control for stochastic linear time-invariant systems, were considered to be not easy to solve. The-state-of-art…
This paper proposes an operator-theoretic framework that recasts the minimal value function of a nonlinear optimal control problem as an abstract bilinear form on a suitable function space. The resulting bilinear form is shown to satisfy an…
Least squares form one of the most prominent classes of optimization problems, with numerous applications in scientific computing and data fitting. When such formulations aim at modeling complex systems, the optimization process must…
We consider a setting in which it is desired to find an optimal complex vector $\mathbf{x}\in\mathbb{C}^N$ that satisfies $\mathcal{A}(\mathbf{x}) \approx \mathbf{b}$ in a least-squares sense, where $\mathbf{b} \in \mathbb{C}^M$ is a data…
The approximate solution of large-scale algebraic Riccati equations is considered. We are interested in approximate solutions which yield a Riccati residual matrix of a particular small rank. It is assumed that such approximate solutions…
We consider the symmetry properties of an integro-differential multidimensional Gross-Pitaevskii equation with a nonlocal nonlinear (cubic) term in the context of symmetry analysis using the formalism of semiclassical asymptotics. This…
Linear matrix equations, such as the Sylvester and Lyapunov equations, play an important role in various applications, including the stability analysis and dimensionality reduction of linear dynamical control systems and the solution of…
In the numerical solution of the algebraic Riccati equation $A^* X + X A - X BB^* X + C^* C =0$, where $A$ is large, sparse and stable, and $B$, $C$ have low rank, projection methods have recently emerged as a possible alternative to the…
In this paper, we describe sufficient conditions when block-diagonal solutions to Lyapunov and $\mathcal{H}_{\infty}$ Riccati inequalities exist. In order to derive our results, we define a new type of comparison systems, which are positive…
The efficient numerical integration of large-scale matrix differential equations is a topical problem in numerical analysis and of great importance in many applications. Standard numerical methods applied to such problems require an unduly…
The Cauchy problem for the Gross--Pitaevsky equation with quadratic nonlocal nonlinearity is reduced to a similar problem for the correspondent linear equation. The relation between symmetry operators of the linear and nonlinear…
This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…
The Riccati equation method is used for study the oscillatory and non oscillatory behavior of solutions of linear four dimensional hamiltonian systems. An oscillatory and two non oscillatory criteria are proved. On an example the obtained…
We develop an operator approach to the integration of linear differential equations based on intertwining relations between differential operators. Conditions for the existence of intertwining operators are obtained, and it is shown that,…
We consider matrix Riccati inequality arising in the theory of absolute stability, $H_\infty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati…
We consider a class of one-dimensional nonhermitian oscillators and discuss the relationship between the real eigenvalues of PT-symmetric oscillators and the resonances obtained by different authors. We also show the relationship between…
An algebraic Riccati equation for linear operators is studied, which arises in systems theory. For the case that all involved operators are unbounded, the existence of infinitely many selfadjoint solutions is shown. To this end, invariant…