Polynomial \(J\)-spectral factorization in minimal state space. (Q1421416)

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Polynomial \(J\)-spectral factorization in minimal state space.
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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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