Positive definite solutions of the nonlinear matrix equation X+AH X̄⁻¹ A=I

Abstract

This paper is concerned with the positive definite solutions to the nonlinear matrix equation X+AHX̄-1A=I where X is the unknown and A is a given complex matrix. By introducing and studying a matrix operator on complex matrices, it is shown that the existence of positive definite solutions of this class of nonlinear matrix equations is equivalent to the existence of positive definite solutions of the nonlinear matrix equation W+BTW-1B=I which has been extensively studied in the literature, where B is a real matrix and is uniquely determined by A. It is also shown that if the considered nonlinear matrix equation has a positive definite solution, then it has the maximal and minimal solutions. Bounds of the positive definite solutions are also established in terms of matrix A. Finally some sufficient conditions and necessary conditions for the existence of positive definite solutions of the equations are also proposed.