Kernel structure of block Hankel and Toeplitz matrices and partial realization (Q1200547): Difference between revisions

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Latest revision as of 12:00, 17 May 2024

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Kernel structure of block Hankel and Toeplitz matrices and partial realization
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    Kernel structure of block Hankel and Toeplitz matrices and partial realization (English)
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    16 January 1993
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    Es sei \(S=(s_ 0,\dots,s_{N-1})\) eine Folge komplexer \(p\times q\)- Matrizen, die ihrerseits eine Folge \((H_ k(S))\) (\(k=1,\dots,N\)) von Block-Hankel-Matrizen \(H_ k(S)=(a_{i,j})\) mit \(i=0,\dots,N-k\), \(j=0,\dots,k-1\) und \(a_{i,j}=s_{i+j}\) bestimmt. Basen der Kerne dieser Matrizen \(H_ k\) können mit Hilfe einer Vektorpolynomfolge (Rechts-Fundamentalsystem), die nur von \(S\) abhängt, gewonnen werden. Der Zusammenhang zwischen verschiedenen Rechtsfundamentalsystemen wird durch geeignete unimodulare Matrizen beschrieben. Entsprechend werden Linksfundamentalsysteme zur Beschreibung der Kerne der transponierten Matrizen benutzt. Fundamentalsystemen werden geeignete Polynommatrizen (\(V\)-Matrizen) zugeordnet, und mit ihrer Hilfe wird ein Zusammenhang zwischen Links- und Rechtsfundamentalsystemen hergestellt. Es folgen Stabilitätsbetrachtungen und durch Übertragung der Definitionen und Methoden die Untersuchung symmetrischer Toeplitz- Matrizen. Die Ergebnisse werden benutzt, um zu gegebener Folge \(S\) rationale Matrizen \(F(\lambda)\) mit \(F(\lambda)=s_ 0\lambda^{- 1}+\cdots+s_{N-1}\lambda^{-N}+o(\lambda^{-N})\) in einer Umgebung von \(\infty\) zu bestimmen (partial realization), und umgekehrt bei Auffassung von \(S\) als Folge der ersten \(N\) Markov-Parameter von \(F(\lambda)\), die Kernstruktur, Fundamentalsysteme usw. der entsprechenden Hankel-Matrizen durch Eigenschaften von \(F\) auszudrücken.
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    Markov-parameter
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    kernel structure
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    block Hankel and Toeplitz matrices
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    fundamental system
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    partial realization problem
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    algebraic extension
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    inversion
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    fast algorithm
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