Accession Number : AD0803906

Title :   SPECTRAL FACTORIZATION USING THE RICCATI EQUATION.

Descriptive Note : Rept. for 1 Jan-1 Nov 65,

Corporate Author : AEROSPACE CORP EL SEGUNDO CA EL SEGUNDO TECHNICAL OPERATIONS

Personal Author(s) : Ho, B. L. ; Kalman, R. E.

Report Date : NOV 1966

Pagination or Media Count : 21

Abstract : A computational algorithm to test if a polynomial C(omega 2) in omega 2 is positive semidefinite for all real omega and, if so, to factor it into the product psi(i omega)psi(-i omega) (where psi(s) has only roots with nonpositive real parts) is developed using a new result for the existence of asymptotic optimal control of a linear regulator problem with indefinite cost functional integrand. This algorithm should be useful for checking the positive-realness of a rational function as encountered in passive network synthesis and in nonlinear stability analysis problems. It should also be useful in control and filter optimization problems. (Author)

Descriptors :   (*DIFFERENTIAL EQUATIONS, ALGORITHMS), (*CONTROL SYSTEMS, OPTIMIZATION), COSTS, MATRICES(MATHEMATICS), ASYMPTOTIC SERIES, POLYNOMIALS.

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE