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 $X$ to the Leech problem $G(z)X(z)=K(z)$ and $\|X\|_\infty=\sup_{|z|\leq 1}\|X(z)\|\leq 1$, with $G$ and $K$ stable rational matrix functions, is proved to be a stable rational matrix function. An explicit state space realization for $X$ is given, and $\|X\|_\infty$ 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 $G$ and $K$. A formula for the entropy of $X$ is also given.Comment: 19 page

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

Given stable rational matrix functions $G$ and $K$, a procedure is presented to compute a stable rational matrix solution $X$ to the Leech problem associated with $G$ and $K$, that is, $G(z)X(z)=K(z)$ and $\sup_{|z|\leq 1}\|X(z)\|\leq 1$. 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 $G$ and $K$.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 $G$ and $K$, the set of all $H^\infty$ solutions $X$ to the Leech problem associated with $G$ and $K$, that is, $G(z)X(z)=K(z)$ and $\sup_{|z|\leq 1}\|X(z)\|\leq 1$, 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 $G$ and $K$. 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

Krein systems

In the present paper we extend results of M.G. Krein associated to the spectral problem for Krein systems to systems with matrix valued accelerants with a possible jump discontinuity at the origin. Explicit formulas for the accelerant are given in terms of the matrizant of the system in question. Recent developments in the theory of continuous analogs of the resultant operator play an essential role

The Bezout equation on the right half plane in a Wiener space setting

This paper deals with the Bezout equation $G(s)X(s)=I_m$, $\Re s \geq 0$, in the Wiener space of analytic matrix-valued functions on the right half plane. In particular, $G$ is an $m\times p$ matrix-valued analytic Wiener function, where $p\geq m$, and the solution $X$ is required to be an analytic Wiener function of size $p\times m$. The set of all solutions is described explicitly in terms of a $p\times p$ matrix-valued analytic Wiener function $Y$, which has an inverse in the analytic Wiener space, and an associated inner function $\Theta$ defined by $Y$ and the value of $G$ at infinity. Among the solutions, one is identified that minimizes the $H^2$-norm. A Wiener space version of Tolokonnikov's lemma plays an important role in the proofs. The results presented are natural analogs of those obtained for the discrete case in [11].Comment: 15 page