Computation of the (j, j′)-lossless factorization for general rational matrices

Abstract

(J, J′)-lossless factorization plays a central role in H ∞-control because it gives a simple and unified framework of H∞-control from the viewpoint of classical network theory, and it includes the well-known inner-outer factorization of rational matrices, Wiener-Hopf factorization, and spectral factorization of positive rational matrices as special cases. However, up to now, there is still a lack of numerically reliable methods for this important factorization problem in a general setting. In this paper, we present necessary and sufficient solvability conditions and develop a numerically reliable algorithm based on a generalized eigenvalue approach for the (J, J′)-lossless factorization of general rational matrices. © 2005 Society for Industrial and Applied Mathematics.