广义代数Riccati方程的一个比较定理

Comparison theorem for generalized algebraic Riccati equations

给出了一个关于广义代数Riccati方程的比较定理 ,作为推论给出了广义代数Riccati方程最大解的存在性定理 ,并且证明了该最大解也是强解 ,改进了以往文献中的结论 .

We give a comparison theorem for generalized algebraic Riccati equations, as a corollary, an existence theorem on maximal solution is given. Moreover, we also prove this maximal solution to be a strong solution. All these obtained results improve the previous works.