Spectral Factorization of Non-Classical Information Structures Under Feedback

We consider general linear systems under feedback. We restrict our attention to non-classical information structures for which the optimal control policies can be found via a convex optimization problem. The first step to analytically solving such control problems is performing a spectral factorization on the optimality condition. In this paper we discuss two classes of information structures, for which such spectral factorizations can be found.