Minimal nonsquare \(J\)-spectral factorization, generalized Bezoutians and common zeros for rational matrix functions (Q1409586)

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Minimal nonsquare \(J\)-spectral factorization, generalized Bezoutians and common zeros for rational matrix functions
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    Minimal nonsquare \(J\)-spectral factorization, generalized Bezoutians and common zeros for rational matrix functions (English)
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    16 October 2003
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    Let \(\Phi(\lambda)\), \(\lambda\) an independent complex variable, be a rational matrix function taking Hermitian values on the imaginary axis. If \(J\) is a signature matrix, i.e., \(J\) is simultaneously Hermitian and unitary, then a factorization \(\Phi(\lambda)= W(\lambda)JW(- \overline\lambda)^*\) is called a \(J\)-spectral factorization. Here \(W(\lambda)\) is a rational matrix function, possibly of rectangular size. If \(W(\lambda)\) is of square size (the same as the size of \(\Phi(\lambda)\)), then the \(J\)-spectral factorization is said to be square. The \(J\)-spectral factorization is said to be minimal if the McMillan degree of \(\Phi(\lambda)\) is twice that of \(W(\lambda)\). The main result of the paper gives a parametrization of all minimal possibly nonsquare \(J'\)-spectral factorizations of a given \(\Phi(\lambda\)) in terms of a fixed minimal square \(J\)-spectral factorization of \(\Phi(\lambda)\) and solutions of a certain algebraic matrix Riccati equation. It is assumed that \(J'\) is an extension of \(J\) in the sense that \(J'= \left[\begin{smallmatrix} J &0\\ 0 & J_1\end{smallmatrix}\right]\) for some \(J_1\). The state space representations and realization theory are used throughout. The solutions of the Riccati equations that arise in the parametrization of the minimal nonsquare \(J'\)-spectral factorizations are interpreted as generalized Bezoutian matrices, and connections are made with the common zero structure of rational matrix functions.
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    \(J\)-spectral factorization
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    algebraic Riccati equations
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    Bezoutians
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    common zeros
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