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State Space Formulas for a Suboptimal Rational Leech Problem II: Parametrization of All Solutions

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Recent Advances in Inverse Scattering, Schur Analysis and Stochastic Processes

Part of the book series: Operator Theory: Advances and Applications ((LOLS,volume 244))

Abstract

For the strictly positive case (the suboptimal case), given stable rational matrix functions G and K, the set of all H solutions X to the Leech problem associated with G and K, that is, G(z)X(z) = K(z) and \( {\mathrm {sup}}_{{\mid z \mid}{\leq}{1}} {\parallel {X}{(z)} \parallel} \ {\leq} {1} \), is presented as the range of a linear fractional representation of which the coefficients are presented in state space form. The matrices involved in the realizations are computed from state space realizations of the data functions G and K. On the one hand the results are based on the commutant lifting theorem and on the other hand on stabilizing solutions of algebraic Riccati equations related to spectral factorizations.

Dedicated to Lev A. Sakhnovich on the occasion of his eightieth birthday with admiration

Mathematics Subject Classification (2010). Primary 47A57; Secondary 47A68, 93B15, 47A56.

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Correspondence to A. E. Frazho .

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Frazho, A.E., ter Horst, S., Kaashoek, M.A. (2015). State Space Formulas for a Suboptimal Rational Leech Problem II: Parametrization of All Solutions. In: Alpay, D., Kirstein, B. (eds) Recent Advances in Inverse Scattering, Schur Analysis and Stochastic Processes. Operator Theory: Advances and Applications(), vol 244. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-10335-8_8

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