Title :
J-spectral factorization via Riccati equation
Author_Institution :
Inst. of Inf. Theory & Autom., Czechoslovak Acad. of Sci., Prague
Abstract :
A simple algorithm is presented for the J-spectral factorization of a para-Hermitian polynomial matrix by the solution of an algebraic Riccati equation. It is based on the algebraic Riccati equation, but, in contrast to its predecessor, it avoids the need of the prefactorization. This procedure is a useful numerical tool for robust and H∞ optimal control design
Keywords :
optimal control; polynomials; J-spectral factorization; Riccati equation; algebraic Riccati equation; optimal control design; paraHermitian polynomial matrix; Automation; Control theory; Design methodology; Eigenvalues and eigenfunctions; Information theory; Optimal control; Polynomials; Riccati equations; Robust control; Symmetric matrices;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.370980
