Factorization of Matrix and Operator Functions: The State Space Method

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.

Second book which is devoted to the state space factorization theory; the first appeared in 1979 as volume 1 of this book series; it contains a substantial selection from the first book, in a reorganized and updated form An entirely new part is devoted to the theory of factorization into degree one factors and its connection to the combinatorial problem of job scheduling in operations research; it is completely finite dimensional and can be considered as a new advanced chapter of Linear Algebra and its Applications Almost each chapter offers new elements and in many cases new sections, taking into account a number of new results in state space factorization theory and its applications that have appeared in the period of 25 years after publication of the first book Stronger emphasis on non-minimal factorization Includes supplementary material: sn.pub/extras

Texte du rabat

The present book deals with factorization problems for matrix and operator functions. The problems originate from, or are motivated by, the theory of non-selfadjoint operators, the theory of matrix polynomials, mathematical systems and control theory, the theory of Riccati equations, inversion of convolution operators, theory of job scheduling in operations research. The book systematically employs a geometric principle of factorization which has its origins in the state space theory of linear input-output systems and in the theory of characteristic operator functions. This principle allows one to deal with different factorizations from one point of view. Covered are canonical factorization, minimal and non-minimal factorizations, pseudo-canonical factorization, and various types of degree one factorization.

Considerable attention is given to the matter of stability of factorization which in terms of the state space method involves stability of invariant subspaces.invariant subspaces.

Contenu
Motivating Problems, Systems and Realizations.- Motivating Problems.- Operator Nodes, Systems, and Operations on Systems.- Various Classes of Systems.- Realization and Linearization of Operator Functions.- Factorization and Riccati Equations.- Canonical Factorization and Applications.- Minimal Realization and Minimal Factorization.- Minimal Systems.- Minimal Realizations and Pole-Zero Structure.- Minimal Factorization of Rational Matrix Functions.- Degree One Factors, Companion Based Rational Matrix Functions, and Job Scheduling.- Factorization into Degree One Factors.- Complete Factorization of Companion Based Matrix Functions.- Quasicomplete Factorization and Job Scheduling.- Stability of Factorization and of Invariant Subspaces.- Stability of Spectral Divisors.- Stability of Divisors.- Factorization of Real Matrix Functions.