The symmetric algebraic Riccati equation
Harm Bart, M. A. Kaashoek, André C. M. Ran · Birkhäuser Basel eBooks · 2010
As we know from the previous part there is an intimate connection between canonical factorization and Riccati equations. In this chapter this connection is developed further for the case when the rational matrix functions involved have Hermitian values on the imaginary axis. In this case the corresponding Riccati equation has additional symmetry properties too.