A State Space Approach to Canonical Factorization with Applications

This book uses a unified geometric approach to canonical factorization of matrix and operator functions that appear in state space form or that can be transformed into such a form. Results are expressed in terms of matrices or operators.

The present book deals with canonical factorization problems for di?erent classes of matrix and operator functions. Such problems appear in various areas of ma- ematics and its applications. The functions we consider havein common that they appear in the state space form or can be represented in such a form. The main results are all expressed in terms of the matrices or operators appearing in the state space representation. This includes necessary and su?cient conditions for canonical factorizations to exist and explicit formulas for the corresponding f- tors. Also, in the applications the entries in the state space representation play a crucial role. Thetheorydevelopedinthebookisbasedonageometricapproachwhichhas its origins in di?erent ?elds. One of the initial steps can be found in mathematical systems theory and electrical network theory, where a cascade decomposition of an input-output system or a network is related to a factorization of the associated transfer function. Canonical factorization has a long and interesting history which starts in the theory of convolution equations. Solving Wiener-Hopf integral equations is closely related to canonical factorization. The problem of canonical factorization also appears in other branches of applied analysis and in mathematical systems theory, in H -control theory in particular.

The state space factorization method is systematically used and developed further for various classes of matrix and operator functions Emphasis is put on canonical factorization problems, including spectral and J-spectral factorizations problems and related Ricatti equations Elements of H-infinity control theory and the related Nehari approximation problem are covered Applications concern elements of H-infinity control theory and the related Nehari approximation problem, problems in mathematical analysis (inversion problems for singular integral equations and Wiener-Hopf integral equations, related Riemann Hilbert problems), and problems from mathematical physics (linear transport theory) A large part the book deals with rational matrix functions only Includes supplementary material: sn.pub/extras

Inhalt
Convolution equations, canonical factorization and the state space method.- The role of canonical factorization in solving convolution equations.- The state space method and factorization.- Convolution equations with rational matrix symbols.- Explicit solutions using realizations.- Factorization of non-proper rational matrix functions.- Equations with non-rational symbols.- Factorization of matrix functions analytic in a strip.- Convolution equations and the transport equation.- Wiener-Hopf factorization and factorization indices.- Factorization of selfadjoint rational matrix functions.- Preliminaries concerning minimal factorization.- Factorization of positive definite rational matrix functions.- Pseudo-spectral factorizations of selfadjoint rational matrix functions.- Review of the theory of matrices in indefinite inner product spaces.- Riccati equations and factorization.- Canonical factorization and Riccati equations.- The symmetric algebraic Riccati equation.- J-spectral factorization.- Factorizations and symmetries.- Factorization of positive real rational matrix functions.- Contractive rational matrix functions.- J-unitary rational matrix functions.- Applications of J-spectral factorizations.- Application to the rational Nehari problem.- Review of some control theory for linear systems.- H-infinity control applications.