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Dichotomous Hamiltonians with unbounded entries and solutions of Riccati equations
Authors:Christiane Tretter  Christian Wyss
Institution:1. Institute of Mathematics, University of Bern, Sidlerstrasse 5, 3012, Bern, Switzerland
2. Department of Mathematics and Informatics, University of Wuppertal, Gau?stra?e 20, 42097, Wuppertal, Germany
Abstract:An operator Riccati equation from systems theory is considered in the case that all entries of the associated Hamiltonian are unbounded. Using a certain dichotomy property of the Hamiltonian and its symmetry with respect to two different indefinite inner products, we prove the existence of nonnegative and nonpositive solutions of the Riccati equation. Moreover, conditions for the boundedness and uniqueness of these solutions are established.
Keywords:
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