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

DOI10.1007/S00020-014-2147-8zbMATH Open1318.47023arXiv1408.2144OpenAlexW1992407225MaRDI QIDQ464266FDOQ464266

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)

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.

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

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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)

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Cited In (6)

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

Uses Software

• RICPAC

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