State space formulas for a suboptimal rational Leech problem. I: Maximum entropy solution (Q464266)

Let \(G, K\) be matrix-valued \(H^\infty\) functions on the open disc \(\mathbb{D}\) (not necessarily rectangular). A~matrix valued function \(X\) is said to be a \textit{solution to the Leech problem associated with \(G\) and \(K\)} if \(G(z)X(z)=K(z),\,z\in \mathbb{D},\) and \(\| X\|_\infty\leq 1\). In the present paper, the authors assume that \(G,K\) are stable rational matrix functions such that the operator \(T_GT_G^*-T_KT_K^*\) is strictly positive (here, \(T_G,T_K\) denote the block lower triangular Toeplitz operators associated to \(G,K\), respectively). Then it is shown that the maximum entropy solution (which exists via the commutant lifting theory) is also a stable rational matrix function. Explicit formulas for this solution and for its entropy are also obtained.