ON THE EXISTENCE OF SOLUTIONS OF THE GENERAL ALGEBRAIC RICCATI EQUATION

This paper addresses the problem of real symmetric solutions of the general algebraic Riccati equation (GARE) with an indefinite quadratic term. The GARE arises in linear quadratic differential games, in the stabilization of uncertain systems, robust optimal control and disturbance attenuation problems. Using the properties of the solutions of the differential equation corresponding to the GARE and the related conclusions of differential games, we have established the main results of this paper, Theorems 1 and 2.