Краткое описание

The problem of J-factorization of rational matrices which have zeros and poles on the imaginary axis is considered. The proposed procedure of J-factorization is founded on the algorithm of solution of the algebraic Riccati equation whose Hamiltonian matrix has eigenvalues on the imaginary axis. We have considered in detail the case in which a factored matrix is singular at infinity. The examples are given to illustrate the suggested factorization algorithm.