GENERALIZED CONTINUOUS-TIME RICCATI THEORY

Abstract A Riccati-like equation which incorporates as special cases the standard continuous-time algebraic Riccati equation and the constrained continuous-time algebraic Riccati equation is introduced and studied. A characterization of the conditions under which an equation of general form has a stabilizing solution are investigated in terms of the so-called proper deflating subspace of the extended Hamiltonian pencil.