Generalized solutions of Riccati equalities and inequalities

Authors

  • D. R. Pik Division of Applied Mathematics and Informatics, Institute of Physics and Mathematics, South-Ukrainian Pedagogical University, Odessa, 65020, Ukraine
  • M. A. Kaashoek Department of Mathematics, Vrije Universiteit, Amsterdam, The Netherlands
  • D. Z. Arov Faculty of Social and Behavioural Sciences, University of Amsterdam, Amsterdam, The Netherlands

DOI:

Keywords:

Discrete time-invariant systems, scattering supply rate, passive systems, Riccati equality, Riccati inequality, Kalman-Yakubovich-Popov inequality

Abstract

The Riccati inequality and equality are studied for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results obtained are an addition to and based on our earlier work on the Kalman-Yakubovich-Popov inequality in [6]. The main theorems are closely related to the results of Yu. M. Arlinskiĭ in [3]. The main difference is that we do not assume the original system to be a passive scattering system, and we allow the solutions of the Riccati inequality and equality to satisfy weaker conditions.

References

T. Ando, De Branges Spaces and Analytic Operator Functions, Lecture notes of the division of Applied Mathematics Research Institute of Applied Electricity, Hokkaido University, Sapporo, Japan, 1990.

Yury M. Arlinskii, Seppo Hassi, and Henk S. V. de Snoo, Parametrization of contractive block operator matrices and passive discrete-time systems, Complex Anal. Oper. Theory 1 (2007), no. 2, 211-233. MathSciNet CrossRef

Yury Arlinskii, The Kalman-Yakubovich-Popov inequality for passive discrete time-invariant systems, Oper. Matrices 2 (2008), no. 1, 15-51. MathSciNet CrossRef

D. Z. Arov, M. A. Kaashoek, and D. R. Pik, Minimal and optimal linear discrete time-invariant dissipative scattering systems, Integral Equations Operator Theory 29 (1997), no. 2, 127-154. MathSciNet CrossRef

D. Z. Arov, M. A. Kaashoek, and D. R. Pik, Minimal representations of a contractive operator as a product of two bounded operators, Acta Sci. Math. (Szeged) 71 (2005), no. 1-2, 313-336. MathSciNet

D. Z. Arov, M. A. Kaashoek, and D. R. Pik, The Kalman-Yakubovich-Popov inequality for discrete time systems of infinite dimension, J. Operator Theory 55 (2006), no. 2, 393-438. MathSciNet

D. Z. Arov and M. A. Nudelman, Passive linear stationary dynamical scattering systems with continuous time, Integral Equations Operator Theory 24 (1996), no. 1, 1-45. MathSciNet CrossRef

D. Z. Arov and M. A. Nudel′man, Criterion of unitary similarity of minimal passive scattering systems with a given transfer function, Ukrainian Math. J. 52 (2000), no. 2, 161-172. MathSciNet CrossRef

D. Z. Arov and M. A. Nudel′man, Conditions for the similarity of all minimal passive realizations of a given transfer function (scattering and resistance matrices), Mat. Sb. 193 (2002), no. 6, 3-24. MathSciNet CrossRef

Damir Z. Arov and Olof J. Staffans, The infinite-dimensional continuous time Kalman-Yakubovich-Popov inequality, The extended field of operator theory, Oper. Theory Adv. Appl., vol. 171, Birkhauser, Basel, 2007, pp. 37-72. MathSciNet CrossRef

Mihaly Bakonyi and Hugo J. Woerdeman, Matrix completions, moments, and sums of Hermitian squares, Princeton University Press, Princeton, NJ, 2011. MathSciNet CrossRef

J. A. Ball and V. Bolotnikov, De Branges-Rovnyak Spaces: Basics and Theory, Operator Theory, D. Alpay (ed.), Springer, Basel, 2015, pp. 631-680.

S. S. Boiko and V. K. Dubovoi, On some extremal problem connected with the suboperator of the scattering through inner channels of the system, Dopov. Nats. Akad. Nauk Ukr. Mat. Prirodozn. Tekh. Nauki (1997), no. 4, 7-11. MathSciNet

Allen Devinatz, The factorization of operator valued functions, Ann. of Math. (2) 73 (1961), 458-495. MathSciNet

Michael A. Dritschel and James Rovnyak, The operator Fejer-Riesz theorem, A glimpse at Hilbert space operators, Oper. Theory Adv. Appl., vol. 207, Birkhauser Verlag, Basel, 2010, pp. 223-254. MathSciNet CrossRef

Nelson Dunford and Jacob T. Schwartz, Linear operators. Part II: Spectral theory. Self adjoint operators in Hilbert space, Interscience Publishers John Wiley & Sons New York-London, 1963. MathSciNet

Ciprian Foias and Arthur E. Frazho, The commutant lifting approach to interpolation problems, Operator Theory: Advances and Applications, vol. 44, Birkhauser Verlag, Basel, 1990. MathSciNet CrossRef

C. Foias, A. E. Frazho, I. Gohberg, and M. A. Kaashoek, Metric constrained interpolation, commutant lifting and systems, Operator Theory: Advances and Applications, vol. 100, Birkhauser Verlag, Basel, 1998. MathSciNet CrossRef

Tosio Kato, Perturbation theory for linear operators, Die Grundlehren der mathematischen Wissenschaften, Band 132, Springer-Verlag New York, Inc., New York, 1966. MathSciNet

M. Krein, The theory of self-adjoint extensions of semi-bounded Hermitian transformations and its applications. I, Rec. Math. [Mat. Sbornik] N.S. 20(62) (1947), 431-495. MathSciNet

Bela Sz.-Nagy, Ciprian Foias, Hari Bercovici, and Laszlo Kerchy, Harmonic analysis of operators on Hilbert space, Universitext, Springer, New York, 2010. MathSciNet CrossRef

Downloads

Published

2016-06-25

Issue

Section

Articles

How to Cite

Pik, D. R., et al. “Generalized Solutions of Riccati Equalities and Inequalities”. Methods of Functional Analysis and Topology, vol. 22, no. 2, June 2016, pp. 95-116, https://zen.imath.kiev.ua/index.php/mfat/article/view/630.