A SIMPLE STATE-SPACE APPROACH TO SPECTRAL FACTORIZATION FOR DISCRETE-TIME SYSTEM

被引:0
作者
KATAYAMA, T
机构
来源
CONTROL-THEORY AND ADVANCED TECHNOLOGY | 1992年 / 8卷 / 03期
关键词
SPECTRAL FACTORIZATION; INNER-OUTER FACTORIZATION; SYMPLETIC MATRIX; SCHUR DECOMPOSITION; RICCATI EQUATION;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper is concerned with inner-outer/spectral factorizations appearing in discrete-time H-2 / H(infinity) optimal controls. We derive an algorithm for the inner-outer factorization of a stable transfer matrix, using the compact notation for the state-space representation of rational transfer matrices and the Schur decomposition of an associated symplectic matrix. The same technique is also employed for developing an algorithm of spectral factorization appearing in H(infinity) controls. Moreover, we extend the spectral factorization result to the case where the original transfer matrix is not necessarily stable. A numerical result is included.
引用
收藏
页码:647 / 657
页数:11
相关论文
共 36 条
[21]   Robust spectral factor approximation of discrete-time frequency domain power spectra [J].
Hinnen, K ;
Verhaegen, M ;
Doelman, N .
AUTOMATICA, 2005, 41 (10) :1791-1798
[22]   Optimal state estimation for discrete-time systems with random observation delays [J].
School of Control Science and Engineering, Shandong University, Jinan 250061, China .
Zidonghua Xuebao Acta Auto. Sin., 2009, 11 (1446-1451) :1446-1451
[23]   A deterministic approach for general discrete-time Kalman filter for singular systems [J].
Bianco, AF ;
Ishihara, JY ;
Terra, MH .
ACC: PROCEEDINGS OF THE 2005 AMERICAN CONTROL CONFERENCE, VOLS 1-7, 2005, :4045-4050
[24]   Generalized spectral factorization problem for discrete time polynomial matrices via quadratic difference forms [J].
Kaneko, O ;
Fujii, T .
PROCEEDINGS OF THE 39TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, 2000, :1954-1959
[25]   Robust Linear Quadratic Regulator for Uncertain Linear Discrete-Time Systems with Delay in the States: an augmented system approach [J].
Bortolin, Daiane C. ;
Odorico, Elizandra K. ;
Terra, Marco H. .
2018 EUROPEAN CONTROL CONFERENCE (ECC), 2018, :1578-1583
[26]   Robust state estimation for uncertain discrete-time stochastic systems with missing measurements [J].
Liang, Huayong ;
Zhou, Tong .
AUTOMATICA, 2011, 47 (07) :1520-1524
[27]   A State-Space Approach to H∞ Actuator Fault Detection for Sampled-Data Systems [J].
You, Fuqiang ;
Wang, Fuli ;
Mao, Zhizhong ;
Guan, Shouping .
2011 CHINESE CONTROL AND DECISION CONFERENCE, VOLS 1-6, 2011, :2549-2552
[28]   Robust State and Input Simultaneous Estimation for Discrete-time Linear Time-Varying Uncertain Systems [J].
You, Fuqiang ;
Wang, Fuli ;
Mao, Zhizhong ;
Guan, Shouping .
2011 CHINESE CONTROL AND DECISION CONFERENCE, VOLS 1-6, 2011, :2884-2887
[29]   Approximate discrete-time feedback linearization of a constant-parameter riccati system [J].
Takahashi, Hidefumi ;
Hori, Noriyuki .
2006 SICE-ICASE INTERNATIONAL JOINT CONFERENCE, VOLS 1-13, 2006, :3745-+
[30]   Stabilization of Discrete-Time Multiplicative-Noise System Under Decentralized Controllers [J].
Xu, Juanjuan ;
Wang, Wei ;
Zhang, Huanshui .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2022, 67 (10) :5448-5455