Computation of J-Inner-Outer Factorizations of Rational Matrices

Abstract

A new numerically reliable computational approach is proposed to compute the factorization of a rational transfer function matrix G as a product of a J-lossless factor with a stable, minimum-phase factor. In contrast to existing computationally involved ''one-shot'' methods which require the solution of Riccati or generalized Riccati equations, the new approach relies on an efficient recursive poles and zeros conjugation technique. The resulting factors have always minimal order descriptor representations. The proposed approach is completely general being applicable whenever G is proper/strictly proper or not, or of full column/row rank or not It is also applicable to solve the canonical J-spectral factorization problem.