International Journal of applied mathematics and computer science

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Paper details

Number 1 - March 2001
Volume 11 - 2001

Reproducing kernels and Riccati equations

Harry Dym

Abstract
The purpose of this paper is to exhibit a connection between the Hermitian solutions of matrix Riccati equations and a class of finite dimensional reproducing kernel Krein spaces. This connection is then exploited to obtain minimal factorizations of rational matrix valued functions that are J-unitary on the imaginary axis in a natural way.

Keywords
Riccati equations, Lyapunov equations, reproducing kernel spaces, de Branges spaces, J-inner matrix valued functions, J-unitary matrix valued functions