About the Newton iteration for spectral factorization

Systems and Control Letters

Volumn 37, Issue 4, 1999, Pages 243-246

  Larin, Vladimir B ^a  

^a INSTITUTE OF HYDROBIOLOGY   (Ukraine)

Author keywords

Newton iteration; Riccati equation; Spectral factorization

Indexed keywords

EID: 0000140858     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(99)00026-2     Document Type: Article

References (7)

1. J.C. Willems, On the convergence of the Newton iteration for spectral factorization, in: Operators, Systems and Linear Algebra (Kaiserslautern, 1997), European Consort. Math. Indust., Teubner, Stuttgart, 1997, pp. 214-223.
2. F.A. Aliev, V.B. Larin, Generalized Lyapunov equation and factorization of matrix polynomials, Systems Contr. Lett. 21 (1993) 485-491.
3. F.A. Aliev, B.A. Bordyug and V.B. Larin, Algorithm of polynomial matrix factorization, Dokl. Akad. Nauk SSSR 307 (1989) 781-784, English translation in Sov. Math. Dokl. 40 (1990) 137-140.
4. F.A. Aliev, B.A. Bordyug and V.B. Larin, Algorithm of polynomial matrix factorization, Dokl. Akad. Nauk SSSR 307 (1989) 781-784, English translation in Sov. Math. Dokl. 40 (1990) 137-140.
5. D.L. Kleinman, On an iterative technique for Riccati equation computations, IEEE Trans. Automat. Control 13 (1968) 114-115.
6. F.A. Aliev, V.B. Larin, Algorithm of J-spectral factorization of polynomial matrices, Automatica 33 (1997) 2179-2182.
7. F.A. Aliev, V.B. Larin, Optimization of Linear Control Systems, Analytical Methods and Computational Algorithms, Gordon and Breach, 1998.