33 research outputs found

    State space formulas for a suboptimal rational Leech problem I: Maximum entropy solution

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    For the strictly positive case (the suboptimal case) the maximum entropy solution XX to the Leech problem G(z)X(z)=K(z)G(z)X(z)=K(z) and X=supz1X(z)1\|X\|_\infty=\sup_{|z|\leq 1}\|X(z)\|\leq 1, with GG and KK stable rational matrix functions, is proved to be a stable rational matrix function. An explicit state space realization for XX is given, and X\|X\|_\infty turns out to be strictly less than one. The matrices involved in this realization are computed from the matrices appearing in a state space realization of the data functions GG and KK. A formula for the entropy of XX is also given.Comment: 19 page

    State space formulas for stable rational matrix solutions of a Leech problem

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    Given stable rational matrix functions GG and KK, a procedure is presented to compute a stable rational matrix solution XX to the Leech problem associated with GG and KK, that is, G(z)X(z)=K(z)G(z)X(z)=K(z) and supz1X(z)1\sup_{|z|\leq 1}\|X(z)\|\leq 1. The solution is given in the form of a state space realization, where the matrices involved in this realization are computed from state space realizations of the data functions GG and KK.Comment: 25 page

    State space formulas for a suboptimal rational Leech problem II: Parametrization of all solutions

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    For the strictly positive case (the suboptimal case), given stable rational matrix functions GG and KK, the set of all HH^\infty solutions XX to the Leech problem associated with GG and KK, that is, G(z)X(z)=K(z)G(z)X(z)=K(z) and supz1X(z)1\sup_{|z|\leq 1}\|X(z)\|\leq 1, is presented as the range of a linear fractional representation of which the coefficients are presented in state space form. The matrices involved in the realizations are computed from state space realizations of the data functions GG and KK. On the one hand the results are based on the commutant lifting theorem and on the other hand on stabilizing solutions of algebraic Riccati equations related to spectral factorizations.Comment: 28 page

    All solutions to the relaxed commutant lifting problem

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    A new description is given of all solutions to the relaxed commutant lifting problem. The method of proof is also different from earlier ones, and uses only an operator-valued version of a classical lemma on harmonic majorants.Comment: 15 page

    A note on inner-outer factorization of wide matrix-valued functions

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    The non-symmetric discrete algebraic Riccati equation and canonical factorization of rational matrix functions on the unit circle.

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    Canonical factorization of a rational matrix function on the unit circle is described explicitly in terms of a stabilizing solution of a discrete algebraic Riccati equation using a special state space representation of the symbol. The corresponding Riccati difference equation is also discussed. © The Author(s)

    Operator theory and function theory in Drury-Arveson space and its quotients

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    The Drury-Arveson space Hd2H^2_d, also known as symmetric Fock space or the dd-shift space, is a Hilbert function space that has a natural dd-tuple of operators acting on it, which gives it the structure of a Hilbert module. This survey aims to introduce the Drury-Arveson space, to give a panoramic view of the main operator theoretic and function theoretic aspects of this space, and to describe the universal role that it plays in multivariable operator theory and in Pick interpolation theory.Comment: Final version (to appear in Handbook of Operator Theory); 42 page

    Solving Continuous Time Leech Problems for Rational Operator Functions

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    The main continuous time Leech problems considered in this paper are based on stable rational finite dimensional operator-valued functions G and K. Here stable means that G and K do not have poles in the closed right half plane including infinity, and the Leech problem is to find a stable rational operator solution X such that G(s)X(s)=K(s)(s∈C+)andsup{‖X(s)‖:ℜs≥0}<1.In the paper the solution of the Leech problem is given in the form of a state space realization. In this realization the finite dimensional operators involved are expressed in the operators of state space realizations of the functions G and K. The formulas are inspired by and based on ideas originating from commutant lifting techniques. However, the proof mainly uses the state space representations of the rational finite dimensional operator-valued functions involved. The solutions to the discrete time Leech problem on the unit circle are easier to develop and have been solved earlier; see, for example, Frazho et al. (Indagationes Math 25:250–274 2014)
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