Polynomial J-spectral factorization in minimal state space |
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Authors: | Jovan Stefanovski [Author Vitae] |
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Affiliation: | Control and Informatics Division, JP Stre?evo, 7000 Bitola, Macedonia |
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Abstract: | 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. |
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Keywords: | Para-hermitian matrices Polynomial J-spectral factorization Optimal LQ return difference equality |
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