A geometric solution to the cheap spectral factorization problem
G. Marro, Fabio Morbidi, Domenico Prattichizzo · 2009
The paper studies the cheap spectral factorization problem in the state space from a strictly geometric viewpoint. A new solution based on the geometric properties of the related Hamiltonian system is proposed and the connection between the H2-optimal model following and the spectral factorization problems is pointed out. A numerical example illustrates the theory and shows the effectiveness of the proposed solution.