Abstract
In this paper, we solve two problems in linear systems theory: the computation of the inner-outer and spectral factorizations of a continuous-time system considered in the most general setting. We show that these factorization problems rely essentially on solving for the stabilizing solution a standard algebraic Riccati equation of order usually much smaller than the McMillan degree of the transfer function matrix of the system. The proposed procedures are completely general, being applicable for a polynomial/proper/improper system whose transfer function matrix could be rank deficient and could have poles/zeros on the imaginary axis or at infinity. As an application we discuss the extension to the case of rational matrices of the complete orthogonal decomposition of a constant matrix. Numerical refinements and examples illustrating the proposed approach, are discussed in detail.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
