Spectral and inner-outer factorizations of rational matrices

Spectral factorization and inner-outer factorization are basic techniques in treating many problems in electrical engineering. In this paper, the roblems of doing spectral and inner-outer factorizations via state-space methods are studied when the matrix to be factored is real-rational and surjective on the extended maginary axis. It is shown that our factorization problems can be reduced to solving a certain constrained Riccati equation, and that by examining some invariant ubspace of the associated Hamiltonian matrix there exists a unique solution to this equation. Finally, a state-space procedure to perform the factorization is proposed.