Polynomial solutions to H∞ problems

The paper presents a polynomial solution to the standard H∞-optimal control problem. Based on two polynomial J-spectral factorization problems, a parameterization of all suboptimal compensators is obtained. A bound on the McMillan degree of suboptimal compensators is derived and an algorithm is formulated that may be used to solve polynomial J-spectral factorization problems

A kepstrum approach to filtering, smoothing and prediction

The kepstrum (or complex cepstrum) method is revisited and applied to the problem of spectral factorization where the spectrum is directly estimated from observations. The solution to this problem in turn leads to a new approach to optimal filtering, smoothing and prediction using the Wiener theory. Unlike previous approaches to adaptive and self-tuning filtering, the technique, when implemented, does not require a priori information on the type or order of the signal generating model. And unlike other approaches - with the exception of spectral subtraction - no state-space or polynomial model is necessary. In this first paper results are restricted to stationary signal and additive white noise

SUSY Quantum Mechanics with Complex Superpotentials and Real Energy Spectra

We extend the standard intertwining relations used in Supersymmetrical (SUSY) Quantum Mechanics which involve real superpotentials to complex superpotentials. This allows to deal with a large class of non-hermitean Hamiltonians and to study in general the isospectrality between complex potentials. In very specific cases we can construct in a natural way "quasi-complex" potentials which we define as complex potentials having a global property such as to lead to a Hamiltonian with real spectrum. We also obtained a class of complex transparent potentials whose Hamiltonian can be intertwined to a free Hamiltonian. We provide a variety of examples both for the radial problem (half axis) and for the standard one-dimensional problem (the whole axis), including remarks concerning scattering problems.Comment: 22 pages, Late

Efficient Explicit Time Stepping of High Order Discontinuous Galerkin Schemes for Waves

This work presents algorithms for the efficient implementation of discontinuous Galerkin methods with explicit time stepping for acoustic wave propagation on unstructured meshes of quadrilaterals or hexahedra. A crucial step towards efficiency is to evaluate operators in a matrix-free way with sum-factorization kernels. The method allows for general curved geometries and variable coefficients. Temporal discretization is carried out by low-storage explicit Runge-Kutta schemes and the arbitrary derivative (ADER) method. For ADER, we propose a flexible basis change approach that combines cheap face integrals with cell evaluation using collocated nodes and quadrature points. Additionally, a degree reduction for the optimized cell evaluation is presented to decrease the computational cost when evaluating higher order spatial derivatives as required in ADER time stepping. We analyze and compare the performance of state-of-the-art Runge-Kutta schemes and ADER time stepping with the proposed optimizations. ADER involves fewer operations and additionally reaches higher throughput by higher arithmetic intensities and hence decreases the required computational time significantly. Comparison of Runge-Kutta and ADER at their respective CFL stability limit renders ADER especially beneficial for higher orders when the Butcher barrier implies an overproportional amount of stages. Moreover, vector updates in explicit Runge--Kutta schemes are shown to take a substantial amount of the computational time due to their memory intensity