Riccati inequalities and reproducing kernel Hilbert spaces

AbstractNatural connections between positive semidefinite solutions X of homogeneous algebraic Riccati equations and finite dimensional reproducing kernel de Branges spaces based on a J-inner proper rational square matrix valued functions are known. In this paper analogous connections between the positive semidefinite solutions X of nonhomogeneous algebraic Riccati equations and finite dimensional reproducing kernel Hilbert spaces based on rectangular (J,J∼)-coinner proper rational matrix valued functions Θ(λ) are developed and are then applied to obtain factorization formulas for Θ(λ) in terms of elementary factors. Enroute, formulas for the factors in a version of a theorem of Leech are also obtained