Title :
On invariant subspaces of Hamiltonian matrices
Author :
Mehrmann, Volker ; Xu, Hongguo
Author_Institution :
Fakultat fur Math., Tech. Univ. Chemnitz, Germany
Abstract :
The existence and uniqueness of Lagrangian invariant subspaces of Hamiltonian matrices is studied. Necessary and sufficient conditions are given in terms of the Jordan structure and certain sign characteristics that give uniqueness of these subspaces even in the presence of purely imaginary eigenvalues. These results are applied to obtain in special cases: existence and uniqueness results for Hermitian solutions of continuous time algebraic Riccati equations
Keywords :
Riccati equations; eigenvalues and eigenfunctions; matrix algebra; Hamiltonian matrices; Jordan structure; Riccati equations; existence; imaginary eigenvalues; invariant subspaces; necessary conditions; sufficient conditions; uniqueness; Automated highways; DH-HEMTs; Eigenvalues and eigenfunctions; Filtering; Image analysis; Kalman filters; Lagrangian functions; Newton method; Riccati equations; Sufficient conditions;
Conference_Titel :
Computer Aided Control System Design, 1999. Proceedings of the 1999 IEEE International Symposium on
Conference_Location :
Kohala Coast, HI
Print_ISBN :
0-7803-5500-8
DOI :
10.1109/CACSD.1999.808621
