Existence and uniqueness of solutions to the operator Riccati equation. A geometric approach

Kostrykin, Vadim; Makarov, Konstantin A.; Motovilov, Alexander K.

Existence and uniqueness of solutions to the operator Riccati equation. A geometric approach

Authors

Kostrykin, Vadim

Makarov, Konstantin A.

Motovilov, Alexander K.

Description

We introduce a new concept of unbounded solutions to the operator Riccati equation $A_1 X - X A_0 - X V X + V^\ast = 0$ and give a complete description of its solutions associated with the spectral graph subspaces of the block operator matrix $\mathbf{B} = \begin{pmatrix} A_0 & V V^\ast & A_1 \end{pmatrix}$. We also provide a new characterization of the set of all contractive solutions under the assumption that the Riccati equation has a contractive solution associated with a spectral subspace of the operator $\mathbf{B}$. In this case we establish a criterion for the uniqueness of contractive solutions.