SPECTRAL AND INNER-OUTER FACTORIZATIONS THROUGH THE CONSTRAINED RICCATI EQUATION

被引：18
|
作者：
WEISS, M
机构：
[1] Mathematics Institute, University of Groningen
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1994年 / 39卷 / 03期
关键词：
D O I：
10.1109/9.280787
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The topic of the paper is the spectral factorization problem for a proper rational matrix function of constant rank, but not necessarily maximal, on the extended imaginary axis. The problem is reduced to the computation of the stabilizing solution of a so-called constrained Riccati equation. The proof of the main result suggests a Schur-like algorithm applied to a singular matrix pencil.
引用
收藏
页码：677 / 681
页数：5
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