Talk

Polar Decomposition of a Semiseparable Matrix in Pontryagin Spaces

  • Edin Alijagić (TEBODIN B.V., Den Haag)
G3 10 (Lecture hall)

Abstract

Given a nonsingular signature J2 and a causal left invertible operator G by a minimal, u.e.s realization, we state necessary and sufficient conditions in state-space terms under which the indefinite spectral factorization problem GJ2G=GoJxGo has solution for a left-outer Go and another invertible signature Jx. We also state a single-pass numerically stable algorithm that finds Jx and a minimal, u.e.s realization for Go.