A State Space Approach to Canonical Factorization with by Harm Bart, Israel Gohberg, Marinus A. Kaashoek, André C.M. PDF

By Harm Bart, Israel Gohberg, Marinus A. Kaashoek, André C.M. Ran

ISBN-10: 3764387521

ISBN-13: 9783764387525

The current ebook bargains with canonical factorization difficulties for di?erent sessions of matrix and operator features. Such difficulties seem in a number of parts of ma- ematics and its purposes. The capabilities we think about havein universal that they seem within the nation area shape or might be represented in this type of shape. the most effects are all expressed by way of the matrices or operators showing within the country house illustration. This comprises worthy and su?cient stipulations for canonical factorizations to exist and particular formulation for the corresponding f- tors. additionally, within the purposes the entries within the nation area illustration play a very important position. Thetheorydevelopedinthebookisbasedonageometricapproachwhichhas its origins in di?erent ?elds. one of many preliminary steps are available in mathematical structures conception and electric community idea, the place a cascade decomposition of an input-output procedure or a community is expounded to a factorization of the linked move functionality. Canonical factorization has an extended and fascinating historical past which starts off within the concept of convolution equations. fixing Wiener-Hopf fundamental equations is heavily with regards to canonical factorization. the matter of canonical factorization additionally seems to be in different branches of utilized research and in mathematical structures conception, in H -control conception in particular.

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12) such that the main matrix A has no eigenvalues on the unit circle. 3. 5. 11), and suppose A has no eigenvalues on the unit circle. 11) has a unique m ∞ m solution ξ = (ξk )∞ k=0 in p for each η = (ηj )j=0 in p if and only if the following two conditions are satisfied: (i) A× = A − BC has no eigenvalues on the unit circle, ˙ M × , where M is the spectral subspace of A corresponding to the (ii) Cn = M + eigenvalues of A inside the unit circle, and M × is the spectral subspace of A× corresponding to the eigenvalues of A× outside the unit circle.

3 below which, by the way, deals with the situation where W is a not necessarily proper rational matrix function. , where φ and f are m-dimensional vector functions and k ∈ Lm×m 1 the kernel function k is an m × m matrix function of which the entries are in L1 (−∞, ∞). We assume that the given vector function f has its component functions in Lp [0, ∞), and we express this property by writing f ∈ Lm p [0, ∞). Throughout this section, p will be fixed and 1 ≤ p < ∞. 7) that also belongs to the space Lm p [0, ∞).

At first sight this is at variance with the requirements for Wiener-Hopf factorization. We will address this point in the proof. Proof. From the definition given above it is clear that a necessary condition in order that W admits a right canonical factorization with respect to Γ is that W takes invertible values on Γ. 4 this necessary condition is met if and only if (i) holds true. Assume that (i) is satisfied. The spectral projections P (A; Γ) and P (A× ; Γ) are then well-defined. The image X− = Im P (A; Γ) of P (A; Γ) and the null space X+ = Ker P (A× ; Γ) of P (A× ; Γ) are invariant for A and A× , respectively.

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A State Space Approach to Canonical Factorization with Applications by Harm Bart, Israel Gohberg, Marinus A. Kaashoek, André C.M. Ran


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