Standard versus strict bounded real lemma with infinite-dimensional state space. III: The dichotomous and bicausal cases

DOI10.1007/978-3-030-04269-1_2MaRDI QIDQ2010503zbMATH OpenOpenAlexFDO

Authors Joseph A. Ball, Gilbert J. Groenewald, Sanne ter Horst

Publication date 27 November 2019

Full work available at URL https://arxiv.org/abs/1804.08510

zbMATH Keywords

bounded real lemmastorage functioninfinite dimensional linear systemsdichotomous systemsbicausal systemsKYP inequality

Mathematics Subject Classification ID

Linear operator inequalities (47A63) Discrete-time control/observation systems (93C55) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Operator colligations (= nodes), vessels, linear systems, characteristic functions, realizations, etc. (47A48) Minimal systems representations (93B20)

Abstract: This is the third installment in a series of papers concerning the Bounded Real Lemma for infinite-dimensional discrete-time linear input/state/output systems. In this setting, under appropriate conditions, the lemma characterizes when the transfer function associated with the system has contractive values on the unit circle, expressed in terms of a Linear Matrix Inequality, often referred to as the Kalman-Yakubovich-Popov (KYP) inequality. Whereas the first two installments focussed on causal systems with the transfer functions extending to an analytic function on the disk, in the present paper the system is still causal but the state operator is allowed to have nontrivial dichotomy (the unit circle is not contained in its spectrum), implying that the transfer function is analytic in a neighborhood of zero and on a neighborhood of the unit circle rather than on the unit disk. More generally, we consider bicausal systems, for which the transfer function need not be analytic in a neighborhood of zero. For both types of systems, by a variation on Willems' storage-function approach, we prove variations on the standard and strict Bounded Real Lemma. We also specialize the results to nonstationary discrete-time systems with a dichotomy, thereby recovering a Bounded Real Lemma due to Ben-Artzi--Gohberg-Kaashoek for such systems.

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• Contractive realization theory for the annulus and other intersections of disks on the Riemann sphere
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• A new systems theory perspective on canonical Wiener-Hopf factorization on the unit circle
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• Extensions of the bounded real lemma of discrete-time systems

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