Pole cancellation
\(J\)-inner functionlinear systempole cancellationreproducing kernelRiccati equationSmith-McMillan formstability
Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Moment problems and interpolation problems in the complex plane (30E05) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Applications of operator theory in systems, signals, circuits, and control theory (47N70) Eigenvalue problems (93B60)
Let \(G(z)=C(zI-A)^{-1}+D\) be the minimal realization of a multi-input multi-output continuous time linear system. The problem is to remove the unstable poles in the right half plane by multiplying \(G\) from the right with a rational \(J\)-inner function \(\Theta(z)\) that has the smallest possible degree. Here \(J\) is a fixed signature matrix (\(J=J^*=J^{-1}\)). The main result is an alternative proof for a theorem of Kimura [\textit{H. Kimura}, Chain-scattering approach to \(H^\infty\) control. Systems and Control: Foundations and Applications. (Boston: Birkhäuser), (1997; Zbl 0862.93001)]. If \(A\) has no eigenvalues on the imaginary axis, then the existence of \(\Theta\) is guaranteed if and only if the Riccati equation \(XA+A^*X-XBJB^*X=0\) has a solution \(X\geq0\) such that \(A-BJB^*X\) is stable. An explicit solution for \(\Theta\) can be given. The proof is based on the study of a stabilizable pair \((A,B)\), (i.e., if there is a matrix \(F\) such that \(A+BF\) is stable) for which a pole conjugator is constructed (i.e., a rational matrix valued function \(\Theta\) of minimal degree such that \((zI-A)^{-1}B\Theta(z)\) is stable). The relation with invariant subspaces of the backward shift operator, and the connection with null chains of \(\Theta\) (a concept from [\textit{J. A. Ball, I. Gohberg}, and \textit{L. Rodman}, Interpolation of rational matrix functions. Operator Theory: Advances and Applications, 45. Basel: Birkhäuser. (1990; Zbl 0708.15011)]) and Jordan chains of \(A^*\) is also given. For the analogous problem of zero cancellation, see [\textit{H. Dym, S. Nevo}, ``Zero cancellation. Linear Algebra Appl. 404, 1-26 (2005; Zbl 1086.63006), see above].
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