A note on Hankel approximation of all-pass functions
This paper is in some sense a continuation of the work started by \textit{P. A. Fuhrmann} [Linear Algebra Appl. 146, 133-220 (1991; Zbl 0727.47004)] and \textit{P. A. Fuhrmann} and \textit{R. Ober} [Int. J. Control 57, 627-741 (1993; Zbl 0792.93020)] on model reduction and robust control. If \(G\) is a rational plant, then the left (right) coprime factorization \(G= NM^{-1}= \overline M^{-1}\overline N\) is normalized if \(\overline N\overline N^*+\overline M\overline M^*= I\) and \(N^*N+ M^*M= I\). In order to find the stabilizing controllers of \(G\), one may consider the doubly coprime factorization of \(G\), i.e. the solution on \(H^\infty\) of the equation \(\left[\begin{smallmatrix}\overline V & -\overline U\\ -\overline N &\overline M\end{smallmatrix}\right]\left[\begin{smallmatrix} M & U\\ N & V\end{smallmatrix}\right]= \left[\begin{smallmatrix} I & 0\\ 0 & I\end{smallmatrix}\right]\). The Hankel operator \(H_{R^*}\), where \(R^*= M^*U+ N^*V\), is closely related to the LQG controller of \(G\). Based on some assumptions, the author carries out the construction of the characteristic function \(R^*\) of \(G\) and analyzes the connections between the Hankel operators \(H_{\overline U^*}\), \(H_{R^*}\) and \(\widehat H_U\), \(\widehat H_R\). A one-to-one correspondence between the optimal Hankel approximation of \(H_{R^*}\) and that of \(H_{\overline U^*}\) with some additional property is established. The duality results on Nehari complements and Hankel approximations are extended.
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