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

被引：3

作者：

Kim, K ^{[1
]}

Chun, J ^{[1
]}

机构：

[1] Korea Adv Inst Sci & Technol, Dept Elect Engn, Yusong Gu, Taejon 305701, South Korea

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2000年 / 45卷 / 10期

关键词：

H-infinity problem; J-spectral factorization; Krein space; Riccati equation; Schur recursion in the Krein space;

D O I：

10.1109/TAC.2000.880995

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：1899 / 1903

页数：5

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