An algorithm for J-spectral factorization of certain matrix functions

2021/03/18 by Ephremidze, Lasha, Spitkovsky, Ilya
#Complex Variables (math.CV) #FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.2103.10054

Abstract

The problems of matrix spectral factorization and J-spectral factorization appear to be important for practical use in many MIMO control systems. We propose a numerical algorithm for J-spectral factorization which extends Janashia-Lagvilava matrix spectral factorization method to the indefinite case. The algorithm can be applied to matrices that have constant signatures for all leading principle submatrices. A numerical example is presented for illustrative purposes.

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