Weighted Hardy spaces: shift invariant and coinvariant subspaces, linear systems and operator model theory

The Sz.-Nagy--Foias model theory for $C_{\cdot 0}$ contraction operators combined with the Beurling-Lax theorem establishes a correspondence between any two of four kinds of objects: shift-invariant subspaces, operator-valued inner functions, conservative discrete-time input/state/output linear systems, and $C_{\cdot 0}$ Hilbert-space contraction operators. We discuss an analogue of all these ideas in the context of weighted Hardy spaces over the unit disk and an associated class of hypercontraction operators

Discrete analytic Schur functions

We introduce the Schur class of functions, discrete analytic on the integer lattice in the complex plane. As a special case, we derive the explicit form of discrete analytic Blaschke factors and solve the related basic interpolation problem

Schur analysis over the unit spectral ball

We define the corresponding Hardy space, Schur multipliers and their realizations, and interpolation. Possible applications of the present work include matrices of quaternions, matrices of split quaternions, and other algebras of hypercomplex numbers

Optimal transport over a linear dynamical system

We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy control. In the case where the dynamics correspond to an integrator ($\dot x(t) = u(t)$) this amounts to a Monge-Kantorovich Optimal Mass Transport (OMT) problem. In general, we show that the problem can again be reduced to solving an OMT problem and that it has a unique solution. In parallel, we study the optimal steering of the state-density of a linear stochastic system with white noise disturbance; this is known to correspond to a Schroedinger bridge. As the white noise intensity tends to zero, the flow of densities converges to that of the deterministic dynamics and can serve as a way to compute the solution of its deterministic counterpart. The solution can be expressed in closed-form for Gaussian initial and final state densities in both cases