SIAM Journal on Control and Optimization, Vol.50, No.1, 266-285, 2012
COPRIME FACTORIZATION AND OPTIMAL CONTROL ON THE DOUBLY INFINITE DISCRETE TIME AXIS
We study the problem of strongly coprime factorization over H-infinity of the unit disc. We give a necessary and sufficient condition for the existence of such a coprime factorization in terms of an optimal control problem over the doubly infinite discrete-time axis. In particular, we show that an equivalent condition for the existence of such a coprime factorization is that both the control and filter algebraic Riccati equation (of an arbitrary realization) have a solution (in general unbounded and even nondensely defined) and that a coupling condition involving these solutions is satisfied.
Keywords:Riccati equation;linear quadratic optimal control;input-output stabilization;state feedback;output injection;infinite-dimensional system;coprime factorization