Spectral and inner-outer factorizations through the constrained Riccati equation

DOI10.1109/9.280787zbMath0810.15006OpenAlexW2144677171WikidataQ114086514 ScholiaQ114086514MaRDI QIDQ4306739

Martin G. Weiß

Publication date: 21 September 1994

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.280787

zbMATH Keywords

spectral factorizationRiccati equationoptimal filteringinner-outer factorizationrational matrix function

Mathematics Subject Classification ID

Factorization of matrices (15A23) Filtering in stochastic control theory (93E11) Matrix equations and identities (15A24) Matrices over function rings in one or more variables (15A54)

Related Items (9)

Inner-outer factorization for differential-algebraic systems ⋮ Proper deflating subspaces: Properties, algorithms and applications ⋮ Robust adaptive attenuation of unknown periodic disturbances in uncertain multi-input multi-output systems ⋮ Generalized continuous-time Riccati theory ⋮ The generalized continuous algebraic Riccati equation and impulse-free continuous-time LQ optimal control ⋮ LQ control of descriptor systems by cancelling structure at infinity ⋮ On the reduction of the continuous-time generalized algebraic Riccati equation: an effective procedure for solving the singular LQ problem with smooth solutions ⋮ Spectral factorization of non-symmetric polynomial matrices ⋮ Robust Adaptive Disturbance Attenuation

This page was built for publication: Spectral and inner-outer factorizations through the constrained Riccati equation