Zeros of Spectral Factors, the Geometry of Splitting Subspaces, and the Algebraic Riccati Inequality

DOI10.1137/S0363012992238667zbMATH Open0827.93061OpenAlexW2122528855MaRDI QIDQ4698791FDOQ4698791

Authors: Anders Lindquist, György Michaletzky, Giorgio Picci 

Publication date: 11 December 1995

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012992238667

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zbMATH Keywords

geometric control theoryalgebraic Riccati equationszero dynamicsMarkovian splitting subspacesminimal spectral factors

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic systems in control theory (general) (93E03) Geometric methods (93B27) Minimal systems representations (93B20)

Cited In (17)

• A homeomorphism between observable pairs and conditioned invariant subspaces
• On a connection between spectral factorization and geometric control theory
• Extremal properties of outer polynomial factors
• Minimal representations of continuous-time processes having spectral density with zeros in the extended imaginary axis
• Silverman algorithm and the structure of discrete-time stochastic systems
• Spectral Factorization of Rank-Deficient Rational Densities
• Explicit formulas for LMI-based \(H_2\) filtering and deconvolution
• Existence of minimal nonsquare \(J\)-symmetric factorizations for self-adjoint rational matrix functions.
• Minimal nonsquare spectral factors
• Nonsquare spectral factors via factorizations of a unitary function
• Spectral factorization with imaginary-axis zeros
• Acausal models and balanced realizations of stationary processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Constructive solutions to spectral and inner-outer factorizations with respect to the disk
• A characterization of solutions of the ARE and ARI
• Homogeneous Riccati equations versus quadratic inequalities

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