Reproducing kernels and Riccati equations
Harry Dym (2001)
International Journal of Applied Mathematics and Computer Science
Similarity:
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.