Computation of the Inner-outer Factorization for Time-varying Systems

@inproceedings{Veen1993ComputationOT,
  title={Computation of the Inner-outer Factorization for Time-varying Systems},
  author={Alle-Jan van der Veen},
  year={1993}
}
An inner-outer factorization theorem for linear time-varying systems is obtained via an extension of the classical Beurling-Lax theorem to the time-varying context. This provides characteristic features of the inner factor, which can be used to compute realizations of the inner and outer factors from a realization of the given transfer operator. The resulting algorithm is unidirectional in time. The outer factor can also be obtained by an expression involving a Riccati recursive equation.