SPECTRAL FACTORIZATION USING THE RICCATI EQUATION.
Abstract
A computational algorithm to test if a polynomial C(omega 2) in omega 2 is positive semidefinite for all real omega and, if so, to factor it into the product psi(i omega)psi(-i omega) (where psi(s) has only roots with nonpositive real parts) is developed using a new result for the existence of asymptotic optimal control of a linear regulator problem with indefinite cost functional integrand. This algorithm should be useful for checking the positive-realness of a rational function as encountered in passive network synthesis and in nonlinear stability analysis problems. It should also be useful in control and filter optimization problems. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1966
- Accession Number
- AD0803906
Entities
People
- B. L. Ho
- R. E. Kalman
Organizations
- The Aerospace Corporation