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.
@article{bwmeta1.element.bwnjournal-article-amcv11i1p35bwm,
author = {Dym, Harry},
title = {Reproducing kernels and Riccati equations},
journal = {International Journal of Applied Mathematics and Computer Science},
volume = {11},
year = {2001},
pages = {35-53},
zbl = {1055.93015},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-amcv11i1p35bwm}
}
Dym, Harry. Reproducing kernels and Riccati equations. International Journal of Applied Mathematics and Computer Science, Tome 11 (2001) pp. 35-53. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-amcv11i1p35bwm/
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