IEEE Transactions on Automatic Control, Vol.41, No.12, 1840-1845, 1996
Spectral and Inner-Outer Factorizations for Discrete-Time-Systems
The spectral and inner-outer factorization problems are solved for discrete-time systems with transfer matrices of arbitrary rank, Simple and explicit state-space formulas expressed in terms of the stabilizing solution to the discrete-time algebraic Riccati system are derived, The results are numerically effective since a reliable algorithm for computing such a stabilizing solution is available.