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A Parametrization of Solutions of the Discrete-time Algebraic Riccati Equation Based on Pairs of Opposite Unmixed Solutions

A Parametrization of Solutions of the Discrete-time Algebraic Riccati Equation Based on Pairs of Opposite Unmixed Solutions

The paper describes the set of solutions of the discrete-time algebraic Riccati equation. It is shown that each solution is a combination of a pair of opposite unmixed solutions. There is a one-to-one correspondence between solutions and invariant subspaces of the closed loop matrix of an unmixed solution. The results …