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

DOI10.1007/S00020-014-2147-8MaRDI QIDQ464266zbMATH OpenOpenAlexFDO

Authors Sanne ter Horst, Arthur E. Frazho, Marinus Kaashoek

Publication date 17 October 2014

Published in Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1408.2144

zbMATH Keywords

algebraic Riccati equationcommutant lifting theoremLeech problemstable rational matrix functionsstate space representations

Mathematics Subject Classification ID

Linear operator methods in interpolation, moment and extension problems (47A57) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Realizations from input-output data (93B15)

Abstract: For the strictly positive case (the suboptimal case) the maximum entropy solution $X$ to the Leech problem $G(z)X(z)=K(z)$ and $|X{|}_{i}nfty=su{p}_{|z|leq1}|X(z)|leq1$, with $G$ and $K$ stable rational matrix functions, is proved to be a stable rational matrix function. An explicit state space realization for $X$ is given, and $|X{|}_{i}nfty$ turns out to be strictly less than one. The matrices involved in this realization are computed from the matrices appearing in a state space realization of the data functions $G$ and $K$. A formula for the entropy of $X$ is also given.

Recommendations

• State space formulae for stable rational matrix solutions of a Leech problem
• Solving continuous time Leech problems for rational operator functions
• A constructive proof of the Leech theorem for rational matrix functions
• scientific article; zbMATH DE number 4038562
• Rational matrix solutions to the Leech equation: the Ball-Trent approach revisited

Cites work

• scientific article; zbMATH DE number 3940034 (Why is no real title available?)
• scientific article; zbMATH DE number 2031025 (Why is no real title available?)
• A constructive proof of the Leech theorem for rational matrix functions
• A state space approach to canonical factorization with applications
• Factorization of analytic functions and operator inequalities
• Factorization of matrix and operator functions. The state space method
• Interpolations by bounded analytic functions and the corona problem
• Lower Bounds on the Infima in Some <formula formulatype="inline"><tex Notation="TeX">${\cal H}_{\infty}$</tex></formula> Optimization Problems
• Matrix completions, moments, and sums of Hermitian squares
• Metric constrained interpolation, commutant lifting and systems
• On the Corona Theorem and its Application to Spectral Problems in Hilbert Space
• On the preceding paper by R.\,B.\thinspace Leech
• Rational matrix solutions to the Leech equation: the Ball-Trent approach revisited
• Right invertible multiplication operators and stable rational matrix solutions to an associate Bezout equation. I: The least squares solution
• Right invertible multiplication operators and stable rational matrix solutions to an associate Bezout equation. II: Description of all solutions
• State space formulae for stable rational matrix solutions of a Leech problem
• The commutant lifting approach to interpolation problems
• The non-symmetric discrete algebraic Riccati equation and canonical factorization of rational matrix functions on the unit circle
• Unitary colligations, reproducing kernel Hilbert spaces, and Nevanlinna-Pick interpolation in several variables
• Zero-forcing precoding for frequency selective MIMO channels with \(H^\infty \) criterion and causality constraint

Cited in

(6)

• Strongly \((J,J')\)-lossless rational matrices and \(\mathcal{H}_\infty\) problem
• \(\mathcal{H}_\infty\) problem with nonstrict inequality and all solutions: interpolation approach
• The Bezout-corona problem revisited: Wiener space setting
• State space formulae for stable rational matrix solutions of a Leech problem
• Rational matrix solutions to the Leech equation: the Ball-Trent approach revisited
• Solving continuous time Leech problems for rational operator functions

Describes a project that uses

Uses Software

• RICPAC

This page was built for publication: State space formulas for a suboptimal rational Leech problem. I: Maximum entropy solution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q464266)