Pole cancellation (Q2484385): Difference between revisions

Let \(G(z)=C(zI-A)^{-1}+D\) be the minimal realization of a multi-input multi-output continuous time linear system. The problem is to remove the unstable poles in the right half plane by multiplying \(G\) from the right with a rational \(J\)-inner function \(\Theta(z)\) that has the smallest possible degree. Here \(J\) is a fixed signature matrix (\(J=J^*=J^{-1}\)). The main result is an alternative proof for a theorem of Kimura [\textit{H. Kimura}, Chain-scattering approach to \(H^\infty\) control. Systems and Control: Foundations and Applications. (Boston: Birkhäuser), (1997; Zbl 0862.93001)]. If \(A\) has no eigenvalues on the imaginary axis, then the existence of \(\Theta\) is guaranteed if and only if the Riccati equation \(XA+A^*X-XBJB^*X=0\) has a solution \(X\geq0\) such that \(A-BJB^*X\) is stable. An explicit solution for \(\Theta\) can be given. The proof is based on the study of a stabilizable pair \((A,B)\), (i.e., if there is a matrix \(F\) such that \(A+BF\) is stable) for which a pole conjugator is constructed (i.e., a rational matrix valued function \(\Theta\) of minimal degree such that \((zI-A)^{-1}B\Theta(z)\) is stable). The relation with invariant subspaces of the backward shift operator, and the connection with null chains of \(\Theta\) (a concept from [\textit{J. A. Ball, I. Gohberg}, and \textit{L. Rodman}, Interpolation of rational matrix functions. Operator Theory: Advances and Applications, 45. Basel: Birkhäuser. (1990; Zbl 0708.15011)]) and Jordan chains of \(A^*\) is also given. For the analogous problem of zero cancellation, see [\textit{H. Dym, S. Nevo}, ``Zero cancellation''. Linear Algebra Appl. 404, 1-26 (2005; Zbl 1086.63006), see above].