Factorization of matrix polynomials with constraints on degrees (Q1280799)

Usually spectral decomposition of a nonnegative matrix polynomial has a canonical form and it is useful for getting solutions of an optimal problem with quadratic functional. Some integral constraints on inputs and state variables require some transformations and we are led to a matrix polynomial which is not sign preserving. Here, the author studies the connection between the canonical factorization and the existence of a solution to the adjoint Riccati equation and the associated polynomial Riccati equation. Two theorems with implications in a numerical solution to the optimal problem are given and proved.