Automatica, Vol.39, No.11, 1893-1901, 2003
Polynomial J-spectral factorization in minimal state space
By a specific choice of matrices in optimal LQ return difference equality, we develop a simple state-space algorithm for polynomial J-spectral factorization. For this purpose we solve a minimal-order algebraic Riccati equation, the order obtained by solving an Integer Linear Programming (ILP) problem. An example that cannot be solved by the existing algorithms illustrates our algorithm. (C) 2003 Elsevier Ltd. All rights reserved.
Keywords:para-hermitian matrices;polynomial J-spectral factorization;optimal LQ return difference equality