Polynomial \(J\)-spectral factorization in minimal state space. (Q1421416)
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scientific article; zbMATH DE number 2032777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polynomial \(J\)-spectral factorization in minimal state space. |
scientific article; zbMATH DE number 2032777 |
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Polynomial \(J\)-spectral factorization in minimal state space. (English)
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26 January 2004
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A simple numerical algorithm for large-scale polynomial \(J\)-spectral factorization, based on the solution of minimal-order algebraic Riccati equations, is developed. An example that cannot be solved by the existing algorithms illustrates this algorithm.
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polynomial \(J\)-spectral factorization
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optimal LQ return difference equality
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large scale systems
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numerical algorithm
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minimal-order algebraic Riccati equations
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