33 research outputs found
State space formulas for a suboptimal rational Leech problem I: Maximum entropy solution
For the strictly positive case (the suboptimal case) the maximum entropy
solution to the Leech problem and
, with and stable rational
matrix functions, is proved to be a stable rational matrix function. An
explicit state space realization for is given, and 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 and . A formula for the entropy of is also given.Comment: 19 page
State space formulas for stable rational matrix solutions of a Leech problem
Given stable rational matrix functions and , a procedure is presented
to compute a stable rational matrix solution to the Leech problem
associated with and , that is, and . 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 and .Comment: 25 page
State space formulas for a suboptimal rational Leech problem II: Parametrization of all solutions
For the strictly positive case (the suboptimal case), given stable rational
matrix functions and , the set of all solutions to the
Leech problem associated with and , that is, and
, 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 and . 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
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
The non-symmetric discrete algebraic Riccati equation and canonical factorization of rational matrix functions on the unit circle.
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)
Right invertible multiplication operators and stable rational matrix solutions to an associate Bezout equation, I. the least squares solution.
In this paper a state space formula is derived for the least squares solution X of the corona type Bezout equation G(z)X(z) =
Operator theory and function theory in Drury-Arveson space and its quotients
The Drury-Arveson space , also known as symmetric Fock space or the
-shift space, is a Hilbert function space that has a natural -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
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)