Algorithms for multidimensional spectral factorization and sum of squares (Q935383)
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English | Algorithms for multidimensional spectral factorization and sum of squares |
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Algorithms for multidimensional spectral factorization and sum of squares (English)
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6 August 2008
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Algorithms for multidimensional spectral factorization and sum of squares of polynomial matrices are developed. In the problem of multidimensional spectral factorization for a real \(n\)-variable polynomial matrix \(Z(\xi)\) with the property \(Z^T(-\xi) = Z(\xi)\) another real \(n\)-variable polynomial matrix \(F(\xi)\), the so-called spectral factor, has to be computed such that \(Z(\xi) = F^T(-\xi)F(\xi)\), where \(\xi = (\xi_1,\ldots ,\xi_n)\) denotes an \(n\)-dimensional indeterminate. The problem of sum of squares is the following: For a real \(n\)-variable polynomial matrix \(Z(\xi)\) with \(Z^T(\xi) = Z(\xi)\), \(Z(\xi) \geq 0\) for all \(\xi \in R^n\) a real \(n\)-variable polynomial matrix \(F(\xi)\) has to be determined such that \(Z(\xi) = F^T(\xi)F(\xi)\). It is shown how the problem of multidimensional spectral factorization can be reduced to the factorization of a real symmetric constant matrix. This is achieved by associating a \(2n\)-variable polynomial matrix to the matrix \(Z(\xi)\). Two algorithms for the multidimensional spectral factorization are presented. In the first one, one has to solve a linear matrix inequality and in the second one a linear eigenvalue problem. In the second case also spectral factors which are rational matrices are considered. In the last section the problem of sum of squares is connected with a \(2n\)-variable polynomial matrix and a linear matrix inequality.
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polynomial multidimensional spectral factorization
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two-variable polynomial matrices
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quadratic differential forms
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dissipativity
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sum of squares
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linear matrix inequality
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algorithms
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linear eigenvalue problem
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