Coprime factorization and optimal control on the doubly infinite discrete time axis (Q2884595)

The article deals with the quadratic cost minimization problem for infinite-dimensional time-invariant linear systems in discrete and continuous time. The authors study the problem of strongly coprime factorization over \(H^\infty\) of the unit disc. They present a necessary and sufficient condition for the existence of such a coprime factorization in terms of an optimal control problem over the doubly infinite discrete-time axis. An equivalent condition for the existence of such a coprime factorization is that both the control and filter algebraic Riccati equation have a solution and that a coupling condition involving these solutions is satisfied.