(a) Suppose that s i is an eigenvalue of the matrix and v i ? 0 is the corresponding eigenvector,…


(a) Suppose that si is an eigenvalue of the matrix and vi ≠ 0 is the identical eigenvector, where P is the symmetric actual clear key of the algebraic Riccati equation. Show that is an eigenvector of the associated Hamiltonian matrix identical to the eigenvalue si. (b) Show that if Q = QT > 0, then the true calibre of the eigenvalues of the matrix are all denying, where P = PT > 0 is the key of the associated algebraic Riccati equation