Riccati inequalities and reproducing kernel Hilbert spaces

DOI10.1016/J.LAA.2006.08.005MaRDI QIDQ861008zbMATH OpenOpenAlexFDO

Authors Chen Dubi, Harry Dym

Publication date 9 January 2007

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2006.08.005

zbMATH Keywords

factorizationmatrix Riccati equationnonhomogeneous Riccati equationspositive semidefinite solutionsrectangular \((J,\tilde{J})\)-coinner matrix-valued functionreproducing kernels

Mathematics Subject Classification ID

Factorization of matrices (15A23) Matrix equations and identities (15A24) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32) Operator-theoretic methods (93B28)

Review text

The authors consider the matrix Riccati equation \(XA^*+AX+XC^*JCX=Q\) with \(Q=Q^*\), \(J\) being a signature matrix. They develop connections between its positive semidefinite solutions and finite dimensional reproducing kernel Hilbert spaces based on rectangular \((J,\tilde{J})\)-coinner proper rational matrix-valued functions \(\Theta (\lambda )\). (A proper rational \(m\times (m+k)\) matrix-valued function \(\Theta (\lambda )\) is \((J,\tilde{J})\)-coisometric if \(J=\Theta (\lambda )\tilde{J}\Theta (\lambda )^*\) for \(\lambda \in i{\mathbb R}\) (\(\lambda\) not a pole of \(\Theta\)), it is \((J,\tilde{J})\)-contractive if \(J-\Theta (\lambda )\tilde{J}\Theta (\lambda )^*\geq 0\) for Re\(\lambda >0\) (\(\lambda\) not a pole of \(\Theta\)), and it is \((J,\tilde{J})\)-coinner if it is both \((J,\tilde{J})\)-coisometric and \((J,\tilde{J})\)-contractive.) These results are applied to obtain factorization formulas for \(\Theta (\lambda )\) in terms of elementary factors. As a biproduct the authors obtain formulas for the factors in a version of a theorem of Leech.

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Cites work

• Chain-scattering approach to \(H^ \infty\) control
• scientific article; zbMATH DE number 1665554 (Why is no real title available?)
• Rational matrix functions with coisometric values on the imaginary line
• Reproducing kernels and Riccati equations.
• Schur functions, operator colligations, and reproducing kernel Pontryagin spaces
• Some Hilbert Spaces of Analytic Functions
• The multiplicative structure of 𝐽-contractive matrix functions

Cited in

(6)

• Beurling-Lax type theorems in the complex and quaternionic setting
• Reproducing kernels and Riccati equations.
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• scientific article; zbMATH DE number 4052312 (Why is no real title available?)
• scientific article; zbMATH DE number 7028553 (Why is no real title available?)
• Hardy–Hilbert type inequality in reproducing kernel Hilbert space: its applications and related results

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