Algorithm of \(J\)-factorization of rational matrices with zeros and poles on the imaginary axis (Q1415138)

The \(J\)-factorization problem for rational matrices with (possibly) zeroes and poles on the imaginary axis is studied. The main focus is on the development of an algorithm for the solution of this \(J\)-factorization problem. Using the connection between the \(J\)-factorization problem and the solution of an algebraic Riccati equation, the author shows that the solution of the \(J\)-factorization problem can be given in terms of the solutions of two algebraic Riccati equations. The developed algorithm is then applied to some examples.