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

ISBN-10: 3764387521

ISBN-13: 9783764387525

The current e-book offers with canonical factorization difficulties for di?erent sessions of matrix and operator features. Such difficulties seem in numerous components of ma- ematics and its purposes. The capabilities we ponder havein universal that they seem within the country house shape or will be represented in this kind of shape. the most effects are all expressed by way of the matrices or operators showing within the country area illustration. This contains important 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 vital function. Thetheorydevelopedinthebookisbasedonageometricapproachwhichhas its origins in di?erent ?elds. one of many preliminary steps are available in mathematical platforms conception and electric community concept, the place a cascade decomposition of an input-output process or a community is expounded to a factorization of the linked move functionality. Canonical factorization has a protracted and fascinating background which starts off within the idea of convolution equations. fixing Wiener-Hopf vital equations is heavily on the topic of canonical factorization. the matter of canonical factorization additionally looks in different branches of utilized research and in mathematical platforms idea, in H -control conception in particular.

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Extra resources for A State Space Approach to Canonical Factorization with Applications

Sample text

1) is also a proper rational matrix function. 1) as a matrix-valued realization of W . Sometimes we simply say that the quadruple of matrices (A, B, C, D) is a realization of W . A rational matrix function has many 20 Chapter 2. The state space method and factorization different realizations. Of particular interest are those matrix-valued realizations of W of which the order of the matrix A is as small as possible. These realizations are called minimal ; we shall describe their properties in Chapter 8.

Using Liouville’s theorem again, we see that it must be identically zero. Thus x = 0. Observe that up to this point in the proof we have not used the finite dimensionality of the state space. It will play a role in the next paragraph. We now finish the proof by a duality argument. , the curve obtained from Γ by complex conjugation. Also introduce ¯ ∗ , V− (λ) = W− (λ) ¯ ∗ and the functions V, V+ and V− by putting V (λ) = W (λ) ¯ ∗ . Clearly V has the realization V (λ) = I + B ∗ (λ − A∗ )−1 C ∗ V+ (λ) = W+ (λ) and V (λ) = V+ (λ)V− (λ) is a left canonical factorization.

With this in mind, one checks without difficulty that W− , W+ , W−−1 and W+−1 can also be written as in the theorem. 5 in [20]. Note, however, that in the present case there is no ambiguity because we are working here with rational matrix functions. Next, suppose that W (λ) = W− (λ)W+ (λ) is a right canonical factorization ˙ Ker P (A× ; Γ). with respect to Γ. We only have to show that Cn = Im P (A; Γ) + × We first prove that Im P (A; Γ) ∩ Ker P (A ; Γ) = {0}. Without loss of generality it may be assumed that the values of W− and W+ at infinity are equal to Im .

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