An algorithm for J-spectral factorization of certain matrix functions

Lasha Ephremidze; Ilya Spitkovsky

doi:10.1109/CDC45484.2021.9683123

An algorithm for J-spectral factorization of certain matrix functions

Lasha Ephremidze, Ilya Spitkovsky

Mathematics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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 principal submatrices. A numerical example is presented for illustrative purposes.

Original language	English (US)
Title of host publication	60th IEEE Conference on Decision and Control, CDC 2021
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	5820-5825
Number of pages	6
ISBN (Electronic)	9781665436595
DOIs	https://doi.org/10.1109/CDC45484.2021.9683123
State	Published - 2021
Event	60th IEEE Conference on Decision and Control, CDC 2021 - Austin, United States Duration: Dec 13 2021 → Dec 17 2021

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Volume	2021-December
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Conference

Conference	60th IEEE Conference on Decision and Control, CDC 2021
Country/Territory	United States
City	Austin
Period	12/13/21 → 12/17/21

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Access to Document

10.1109/CDC45484.2021.9683123

Cite this

Ephremidze, L., & Spitkovsky, I. (2021). An algorithm for J-spectral factorization of certain matrix functions. In 60th IEEE Conference on Decision and Control, CDC 2021 (pp. 5820-5825). (Proceedings of the IEEE Conference on Decision and Control; Vol. 2021-December). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC45484.2021.9683123

An algorithm for J-spectral factorization of certain matrix functions. / Ephremidze, Lasha; Spitkovsky, Ilya.
60th IEEE Conference on Decision and Control, CDC 2021. Institute of Electrical and Electronics Engineers Inc., 2021. p. 5820-5825 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2021-December).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Ephremidze, L & Spitkovsky, I 2021, An algorithm for J-spectral factorization of certain matrix functions. in 60th IEEE Conference on Decision and Control, CDC 2021. Proceedings of the IEEE Conference on Decision and Control, vol. 2021-December, Institute of Electrical and Electronics Engineers Inc., pp. 5820-5825, 60th IEEE Conference on Decision and Control, CDC 2021, Austin, United States, 12/13/21. https://doi.org/10.1109/CDC45484.2021.9683123

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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 principal submatrices. A numerical example is presented for illustrative purposes.",

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AB - 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 principal submatrices. A numerical example is presented for illustrative purposes.

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An algorithm for J-spectral factorization of certain matrix functions

Abstract

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Conference

ASJC Scopus subject areas

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