Automatica, Vol.42, No.9, 1503-1506, 2006
A class of marked invariant subspaces with an application to algebraic Riccati equations
Invariant subspaces of a matrix A are considered which are obtained by truncation of a Jordan basis of a generalized eigenspace of A. We characterize those subspaces which are independent of the choice of the Jordan basis. An application to Hamilton matrices and algebraic Riccati equations is given. (C) 2006 Elsevier Ltd. All rights reserved.
Keywords:invariant subspaces;Jordan chains;marked subspaces;algebraic Riccati equation;Hamiltonian matrix