The non-symmetric discrete algebraic Riccati equation and canonical factorization of rational matrix functions on the unit circle.

A.E. Frazho; M.A. Kaashoek; A.C.M. Ran

doi:10.1007/s00020-010-1747-1

The non-symmetric discrete algebraic Riccati equation and canonical factorization of rational matrix functions on the unit circle.

A.E. Frazho
, M.A. Kaashoek
, A.C.M. Ran

Mathematics

Research output: Contribution to Journal › Article › Academic › peer-review

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Abstract

Canonical factorization of a rational matrix function on the unit circle is described explicitly in terms of a stabilizing solution of a discrete algebraic Riccati equation using a special state space representation of the symbol. The corresponding Riccati difference equation is also discussed. © The Author(s).

Original language	English
Pages (from-to)	215-229
Journal	Integral Equations and Operator Theory
Volume	66
DOIs	https://doi.org/10.1007/s00020-010-1747-1
Publication status	Published - 2010

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title = "The non-symmetric discrete algebraic Riccati equation and canonical factorization of rational matrix functions on the unit circle.",

abstract = "Canonical factorization of a rational matrix function on the unit circle is described explicitly in terms of a stabilizing solution of a discrete algebraic Riccati equation using a special state space representation of the symbol. The corresponding Riccati difference equation is also discussed. {\textcopyright} The Author(s).",

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AU - Kaashoek, M.A.

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AB - Canonical factorization of a rational matrix function on the unit circle is described explicitly in terms of a stabilizing solution of a discrete algebraic Riccati equation using a special state space representation of the symbol. The corresponding Riccati difference equation is also discussed. © The Author(s).

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DO - 10.1007/s00020-010-1747-1

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JO - Integral Equations and Operator Theory

JF - Integral Equations and Operator Theory

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The non-symmetric discrete algebraic Riccati equation and canonical factorization of rational matrix functions on the unit circle.

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