The Analytic Solutions of the Homogeneous Modified Algebraic Riccati Equation

In this note, a discrete-time modified algebraic Riccati equation (MARE) is investigated. First, the analytic solutions of the homogeneous MARE for controllable single-input systems are explicitly obtained in terms of the system eigenvalues. For anti-Schur systems, the stabilizing, and positive definite solution is proposed. Furthermore, the maximal solution and the solution bound are analyzed for the nonhomogeneous MARE.