Download e-book for kindle: A State Space Approach to Canonical Factorization with by Harm Bart, Israel Gohberg, Marinus A. Kaashoek, André C.M.

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

ISBN-10: 3764387521

ISBN-13: 9783764387525

The current booklet bargains with canonical factorization difficulties for di?erent sessions of matrix and operator services. Such difficulties seem in a variety of components of ma- ematics and its functions. The services we examine havein universal that they seem within the kingdom house shape or might be represented in this type of shape. the most effects are all expressed when it comes to the matrices or operators showing within the country house illustration. This comprises worthwhile 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 kingdom house 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 conception, the place a cascade decomposition of an input-output approach or a community is said to a factorization of the linked move functionality. Canonical factorization has an extended and fascinating historical past which starts off within the conception of convolution equations. fixing Wiener-Hopf quintessential equations is heavily on the topic of canonical factorization. the matter of canonical factorization additionally seems in different branches of utilized research and in mathematical platforms concept, in H -control thought in particular.

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Example text

For that reason we assume j that the symbol a(λ) = ∞ j=−∞ λ aj is a rational m × m matrix function whose value at ∞ is Im . Note that a(λ) has no poles on the unit circle. 3. Block Toeplitz operators 47 (j) the sequence (aj − δj0 Im )∞ j=0 is a linear combination of sequences of the form αj j r D ∞ , j=0 where |α| < 1, r is a nonnegative integer and D is a complex m × m matrix; (jj) the sequence (a−j )∞ j=1 is a linear combination of sequences of the form β −j j s E ∞ , j=1 δjk F ∞ , j=1 where |β| > 1, s and k are nonnegative integers and E and F are complex m × m matrices.

Hence C(λ − A) −1 k−1 B = Cj+1 (λ)Hj = j=0 1 H(λ). q(λ) It follows that W (λ) = W (∞) + C(λ − A)−1 B for each λ ∈ ΩW = ρ(A). Thus W has a matrix-valued realization such that the set of eigenvalues of the main matrix A is equal to C \ ΩW . In other words, the set of eigenvalues of A coincides with the set of poles of W, as desired. Let W be a proper rational matrix function. 1 and its proof, we note that W does not admit any realization involving a main matrix A whose spectrum σ(A) is strictly smaller than C \ ΩW , the set of poles of W .

This theorem is then used to invert explicitly Wiener-Hopf, Toeplitz and singular integral operators with a rational matrix symbol, with the inverses being presented explicitly in state space formulas. For rational matrix symbols the solution to the homogeneous RiemannHilbert boundary value problem is also given in state space form. This part consists of two chapters. In the first chapter (Chapter 3) we consider proper rational matrix functions, that is, rational matrix functions that are analytic at infinity.

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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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