Discussion on: 'An Algorithm for Solving a Perturbed Algebraic Riccati Equation'

摘要

It should be emphasized that ARE iterations of [1] are more general than ARE iterations of [9], [10], and include those for ρ → 0. In the case of ARE iterations of [1], an important degree of freedom is achieved by introducing the parameter ρ, which can be appropriately chosen to make the pair (A - 0.5 ρ I,S) stabi-lizable and the pair (A — 0.5ρI,Q) detectable. In conclusion, the results of [1] represent an important contribution to the theory of generalized and linearly coupled algebraic Riccati equations.