Spectral and inner-outer factorizations through the constrained Riccati equation

DOI10.1109/9.280787MaRDI QIDQ4306739zbMATH OpenOpenAlexWikidataFDO

Authors Martin 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

inner-outer factorizationoptimal filteringrational matrix functionRiccati equationspectral factorization

Mathematics Subject Classification ID

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

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Cited in

(12)

• Factorization of matrix polynomials with constraints on degrees
• Proper deflating subspaces: Properties, algorithms and applications
• Inner-outer factorization for differential-algebraic systems
• On the reduction of the continuous-time generalized algebraic Riccati equation: an effective procedure for solving the singular LQ problem with smooth solutions
• Generalized continuous-time Riccati theory
• Spectral factorization of non-symmetric polynomial matrices
• Robust adaptive attenuation of unknown periodic disturbances in uncertain multi-input multi-output systems
• Spectral and Inner-Outer Factorizations of Rational Matrices
• scientific article; zbMATH DE number 475384 (Why is no real title available?)
• The generalized continuous algebraic Riccati equation and impulse-free continuous-time LQ optimal control
• Robust adaptive disturbance attenuation
• LQ control of descriptor systems by cancelling structure at infinity

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