The Non-symmetric Discrete Algebraic Riccati Equation and Canonical Factorization of Rational Matrix Functions on the Unit Circle
نویسندگان
چکیده
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. Mathematics Subject Classification (2010). Primary 47A68, 15A24; Secondary 47B35, 42A58, 39A99.
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