The operator algebra of almost Toeplitz matrices and the optimal control of large-scale systems

Abstract

We propose a definition of almost Toeplitz matrices as matrices with off-diagonal decay that are close to begin Toeplitz in their center columns and decrease in Toeplitzness toward their first and last columns. We prove that such matrices form an operator algebra under matrix addition and multiplication. We use this framework to show that algebraic Riccati equations with almost Toeplitz coefficient matrices have almost Toeplitz solutions.