Causality in commutant lifting theory

DOI10.1006/JFAN.1993.1149MaRDI QIDQ1316397zbMATH OpenOpenAlexFDO

Authors Allen Tannenbaum, Ciprian Foias

Publication date 3 January 1995

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jfan.1993.1149

zbMATH Keywords

\(H^ \infty\)-optimization problemcausal commutant lifting theoremnest algebranonlinear control problemnonlinear sensitivity

Mathematics Subject Classification ID

Dilations, extensions, compressions of linear operators (47A20) Commutators, derivations, elementary operators, etc. (47B47) Operator-theoretic methods (93B28) (H^infty)-control (93B36)

Review text

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)].

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