Computation of the Inner-outer Factorization for Time-varying Systems

نویسنده

  • Alle-Jan van der Veen
چکیده

An inner-outer factorization theorem for linear time-varying systems is obtained via an extension of the classical Beurling-Lax theorem to the time-varying context. This provides characteristic features of the inner factor, which can be used to compute realizations of the inner and outer factors from a realization of the given transfer operator. The resulting algorithm is unidirectional in time. The outer factor can also be obtained by an expression involving a Riccati recursive equation.

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تاریخ انتشار 1993