Linear Operators and Linear Systems - Böcker

In this monograph, we combine operator techniques with state space methods to solve factorization, spectral estimation, and interpolation problems arising in control and signal processing. We present both the theory and algorithms with some Matlab code to solve these problems. A classical approach to spectral factorization problems in control theory is based on Riccati equations arising in linear quadratic control theory and Kalman ?ltering. One advantage of this approach is that it readily leads to algorithms in the non-degenerate case. On the other hand, this approach does not easily generalize to the nonrational case, and it is not always transparent where the Riccati equations are coming from. Operator theory has developed some elegant methods to prove the existence of a solution to some of these factorization and spectral estimation problems in a very general setting. However, these techniques are in general not used to develop computational algorithms. In this monograph, we will use operator theory with state space methods to derive computational methods to solve factorization, sp- tral estimation, and interpolation problems. It is emphasized that our approach is geometric and the algorithms are obtained as a special application of the theory. We will present two methods for spectral factorization. One method derives al- rithms based on ?nite sections of a certain Toeplitz matrix. The other approach uses operator theory to develop the Riccati factorization method. Finally, we use isometric extension techniques to solve some interpolation problems.

Linearization models for discrete and continuous time dynamical systems are the driving forces for modern geometric function theory and composition operator theory on function spaces. This book focuses on a systematic survey and detailed treatment of linearization models for one-parameter semigroups, Schröder’s and Abel’s functional equations, and various classes of univalent functions which serve as intertwining mappings for nonlinear and linear semigroups. These topics are applicable to the study of problems in complex analysis, stochastic and evolution processes and approximation theory.

Thisvolumeofthe Operator Theory: Advances and Applications series (OTAA) isthe ?rst volume of a new subseries. This subseries is dedicated to connections between the theory of linear operators and the mathematical theory of linear systems and is named Linear Operators and Linear Systems (LOLS).Asthe- isting subseries Advances in Partial Di?erential Equations (ADPE), the new s- series will continue the traditions of the OTAA series and keep the high quality of the volumes. The editors of the new subseries are: Daniel Alpay (Beer–Sheva, - rael), Joseph Ball (Blacksburg, Virginia, USA) and Andr´ ´ e Ran (Amsterdam, The Netherlands). In the last 25–30 years, Mathematical System Theory developed in an ess- tial way. A large part of this development was connected with the use of the state space method. Let us mention for instance the “theory of H control”. The state ? space method allowed to introduce in system theory the modern tools of matrix and operator theory. On the other hand the state space approach had an imp- tant impact on Algebra, Analysis and Operator Theory. In particular it allowed to solve explicitly some problems from interpolation theory, theory of convolution equations, inverse problems for canonical di?erential equations and their discrete analogs. All these directions are planned to be present in the subseries LOLS. The editors and the publisher are inviting authors to submit their manuscripts for publication in this subseries.

Schur analysis originates with a 1917 paper by Schur where he associated to a function analytic and contractive in the open unit disk a sequence, finite or infinite, of numbers in the open unit disk, called Schur coefficients. In signal processing, they are often called reflection coefficients. Under the word "Schur analysis" one encounters a variety of problems related to Schur functions such as interpolation problems, moment problems, study of the relationships between the Schur coefficients and the properties of the function, study of underlying operators and others. This volume is almost entirely dedicated to the analysis of Schur and Carathéodory functions and to the solutions of problems for these classes.

Thepresentbookdealswithvarioustypesoffactorizationproblemsformatrixand operator functions. The problems appear in di?erent areasof mathematics and its applications. A uni?ed approach to treat them is developed. The main theorems yield explicit necessaryand su?cient conditions for the factorizations to exist and explicit formulas for the corresponding factors. Stability of the factors relative to a small perturbation of the original function is also studied in this book. The unifying theory developed in the book is based on a geometric approach which has its origins in di?erent ?elds. A number of initial steps can be found in: (1) the theory of non-selfadjoint operators, where the study of invariant s- spaces of an operator is related to factorization of the characteristic matrix or operator function of the operator involved, (2) mathematical systems theory and electrical network theory, where a cascade decomposition of an input-output system or a network is related to a fact- ization of the associated transfer function, and (3) thefactorizationtheoryofmatrixpolynomialsintermsofinvariantsubspaces of a corresponding linearization. In all three cases a state space representation of the function to be factored is used, and the factors are expressed in state space form too. We call this approach the state space method. It hasa largenumber of applications.For instance, besides the areasreferred to above, Wiener-Hopf factorizations of some classes of symbols can also be treated by the state space method.