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Reproducing kernels and Riccati equations

Harry Dym (2001)

International Journal of Applied Mathematics and Computer Science

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.

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