Convergence behavior of the Schur recursion in the Krein space for the J-spectral factorization

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We present a "Krein-space version" of the Schur recursion for the J-spectral factorization which arises in H-infinity-related problems. The most notable difference of the proposed Schur recursion from the ordinary one is that the proposed recursion can handle temporary changes of the inertia during the process. We show that the Schur recursion in the Krein-space converges to a J-spectral factor exponentially under a suitable condition.
Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
Issue Date
2000-10
Language
English
Article Type
Article
Keywords

MATRIX-VALUED FUNCTIONS; RICCATI EQUATION; ALGORITHM; INTERPOLATION

Citation

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, v.45, no.10, pp.1899 - 1903

ISSN
0018-9286
URI
http://hdl.handle.net/10203/70474
Appears in Collection
EE-Journal Papers(저널논문)
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