We study the existence of positive and negative semidefinite solutions of algebraic Riccati equations (ARE) corresponding to linear quadratic problems with an indefinite cost functional. The formulation of reasonable necessary and sufficient conditions for the existence of such solutions is a long-standing open problem. A central role is played by certain two-variable polynomial matrices associated with the ARE. Our main result characterizes all unmixed solutions of the ARE in terms of the Pick matrices associated with these two-variable polynomial matrices. As a corollary of this result, we nd that the signatures of the extremal solutions of the ARE are determined by the signatures of particular Pick matrices.
- algebraic Riccati equation
- existence of semidefinite solutions
- two-variable polynomial matrices
- Pick matrices
- dissipative systems
- SEMIDEFINITE SOLUTIONS