The Non–symmetric Discrete Algebraic Riccati Equation and Canonical Factorization of Rational Matrix Functions on the Unit Circle
Arthur E. Frazho, M. A. Kaashoek, André C. M. Ran · Integral Equations and Operator Theory · 2010
Canonical factorization of a rational matrix function on the unit circle is described explicitly in terms of a stabilizing solution of a discrete algebraic Riccati equation using a special state space representation of the symbol. The corresponding Riccati difference equation is also discussed.