Abstract

Let RR be a commutative complex Banach algebra with the involution ⋅⋆\cdot ^\star and suppose that A∈Rn×nA\in R^{n\times n}, B∈Rn×mB\in R^{n\times m}, C∈Rp×nC\in R^{p\times n}. The question of when the Riccati equation PBB⋆P−PA−A⋆P−C⋆C=0 PBB^\star P-PA-A^\star P-C^\star C=0 has a solution P∈Rn×nP\in R^{n\times n} is investigated. A counterexample to a previous result in the literature on this subject is given, followed by sufficient conditions on the data guaranteeing the existence of such a PP. Finally, applications to spatially distributed systems are discussed.

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