Causality in commutant lifting theory (Q1316397)

The main result of this paper is to prove a version of the Commutant Lifting Theorem in which a causality constraint is explicitly taken into account. This is called the Causal Commutant Lifting Theorem. Roughly speaking, causality means that for a given input/output system the past output is independent of the future inputs. An application of the main result to a certain causal \(H^ \infty\)-optimization problem is given. The relation of this problem to control theory, including the nonlinear control problem and the nonlinear sensitivity, is also given. The main result combines the dilation ideas of \textit{B. Sz-Nagy} and the first author [Harmonic analysis of operators on Hilbert space (1970; Zbl 0201.450)] and the nest algebra approach of \textit{W. Arveson} [J. Funct. Anal. 20, 208-233 (1975; Zbl 0309.46053)].