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Inner-outer factorization for strictly proper transfer matrices
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DOI：10.1109/TAC.2002.804466.png)
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Abstract
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This note considers inner-outer factorization for strictly proper transfer matrices. We provide characterizations to the solution of this particular factorization problem, and develop a computational algorithm to solve it. A numerical example is used to illustrate the proposed theory and algorithm.
Keywords:
inner-outer factorization
linear quadratic regulator (LQR)
singular systems
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