Zeros of Spectral Factors, the Geometry of Splitting Subspaces, and the Algebraic Riccati Inequality

DOI10.1137/S0363012992238667zbMath0827.93061OpenAlexW2122528855MaRDI QIDQ4698791

Giorgio Picci, Anders Lindquist, György Michaletzky

Publication date: 11 December 1995

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012992238667

zbMATH Keywords

algebraic Riccati equationszero dynamicsgeometric control theoryMarkovian splitting subspacesminimal spectral factors

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Geometric methods (93B27) Minimal systems representations (93B20) Stochastic systems in control theory (general) (93E03)

Related Items (13)

Acausal models and balanced realizations of stationary processes ⋮ A homeomorphism between observable pairs and conditioned invariant subspaces ⋮ A characterization of solutions of the ARE and ARI ⋮ Spectral Factorization of Rank-Deficient Rational Densities ⋮ Existence of minimal nonsquare \(J\)-symmetric factorizations for self-adjoint rational matrix functions. ⋮ Homogeneous Riccati equations versus quadratic inequalities ⋮ Explicit formulas for LMI-based \(H_2\) filtering and deconvolution ⋮ Minimal representations of continuous-time processes having spectral density with zeros in the extended imaginary axis ⋮ Extremal properties of outer polynomial factors ⋮ Constructive solutions to spectral and inner-outer factorizations with respect to the disk ⋮ Silverman algorithm and the structure of discrete-time stochastic systems ⋮ Minimal nonsquare spectral factors ⋮ Nonsquare spectral factors via factorizations of a unitary function

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