NONNEGATIVE SOLUTIONS OF ALGEBRAIC RICCATI-EQUATIONS

Nonnegative Hermitian solutions of various types of continuous and dis crete algebraic Riccati equations are studied. The Hamiltonian is cons idered with respect to two different indefinite scalar products. For t he set of nonnegative solutions the order structure and the topology o f the set and the stability of solutions is treated. For general Hermi tian solutions a method to compute the inertia is given. Although most attention is payed to the classical types arising from LQ optimal con trol theory, the case where the quadratic term has an indefinite coeff icient is studied as well. (C) Elsevier Science Inc., 1997.