DISCRETE GENERALIZED ALGEBRAIC RICCATI-EQUATIONS AND POLYNOMIAL MATRIX FACTORIZATION

被引：12
|
作者：
ALIEV, FA
BORDYUG, BA
LARIN, VB
机构：
[1] ACAD SCI AZSSR, INST MATH & MECH, BAKU, AZERBAIJAN, USSR
[2] ACAD SCI UKSSR, INST MECH, KIEV, UKRAINE, USSR
来源：
SYSTEMS & CONTROL LETTERS | 1992年 / 18卷 / 01期
关键词：
ALGEBRAIC RICCATI EQUATIONS; POLYNOMIAL MATRIX; SPECTRAL FACTORIZATION; ORTHOGONAL PROJECTOR; SCALING; SIGN FUNCTION;
D O I：
10.1016/0167-6911(92)90107-4
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper presents an algorithm for solving discrete generalized algebraic Riccati equations with the help of an orthogonal projector. A generalization of the procedure of forming and correcting the orthogonal projector is considered and also that of correcting the proper solution by the Newton-Raphson scheme. The possibility to use the discrete generalized Riccati equations for polynomial matrix factorization with respect to the unit circle is demonstrated. A numerical example is given.
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页码：49 / 59
页数：11
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