No label defined (Q4352299)

This paper investigates discrete-time spectral matrices with unit circle zeros. Spectral matrices with unit circle transmission zeros arise in the consideration of \(H_\infty\) control, the bounded-real lemma and discrete spectral factorization problems. Spectral matrices with unit circle invariant zeros arise when considering Kalman filtering for systems with unit circle modes which are not corrupted by process noise. It is well-known that if a spectral matrix is generically nonsingular, minimum phase spectral factors can be constructed from a strong solution of an algebraic Riccati equation associated with a state-space realization of the spectral matrix. Closely associated with the algebraic equation is a Riccati difference equation whose iterates are shown to converge to the strong solution under fairly mild conditions on the realization of the spectral matrix. In cases where the spectral matrix has no invariant zeros on the unit circle, an exponential convergence rate has been obtained. In this paper for the spectral matrix with unit circle zeros a convergence rate of \(O\left({1\over k}\right)\) is obtained. For the entire collection see [Zbl 0852.00018].