Spectral factorizations with unmixed pole and zero sets (Q1354863): Difference between revisions

Let \(\Phi\) be a nonsingular matrix of rational functions with complex coefficients; define \(\Phi^H(1)=\Phi^*(-1)\). For \(\Lambda\subseteq\mathbb{C}\) define \(-\overline\Lambda= \{-\lambda,\lambda\in\Lambda\}\); \(\Lambda\) is called unmixed if \(\Lambda\cup(-\overline\Lambda)= \mathbb{C}\) and \(\Lambda\cap(-\overline \Lambda)=i\mathbb{R}\). The main result is: Let \(\Phi=\Phi^H\), \(\Phi(\infty)=I\), \(\Phi(i\omega)\geq 0\), \(\omega\in\mathbb{R}\). Let \(\Lambda\) and \(M\) be given unmixed subsets of \(\mathbb{C}\). Then: (i) \(\Phi\) has a minimal realization \[ \Phi(s)= I+(C- B^*)\begin{pmatrix} sI-A & 0\\ V & sI+ A^*\end{pmatrix}^{-1} \begin{pmatrix} B\\ C^*\end{pmatrix} \] such that \(V= V^*\) and \(\sigma(A)\subseteq\Lambda\). (ii) The equation \((A- BC)^*X+ X(A- BC)- XBB^*X- C^*C-V=0\) has a unique Hermitian solution such that \(\sigma(A- BC-BB^*X)\subseteq M\). (iii) Put \(T(s)= I+(C+ B^*X)(sI-A)^{-1}B\), then \(\Phi= T^HT\) and the poles of \(T\) are contained in \(\Lambda\) and the zeroes of \(T\) are in \(M\).