Skip to main content
Log in

Factorization and the Nehari theorem in time-varying systems

  • Published:
Mathematics of Control, Signals and Systems Aims and scope Submit manuscript

Abstract

The Nehari Theorem and related results on operator interpolation play an important role in modern system theory. These results are embedded in a function-theoretic conceptual framework and therefore restricted to LTI systems. We give a state space oriented extension of the Nehari Theorem to a time-varying system-theoretic setting. In that setting the theorem addresses the issue of measuring the distance between a noncausal bounded I/O operator and the family of causal I/O operators in stable linear systems. The analysis is based on the recent time-domain LQ optimization approach to robust control. The discussion includes a geometrical analysis of stable and antistable invariant subspaces, a short study of certain types of co-prime factorizations of I/O operators in time-varying systems, and a parametrization of all suboptimal solutions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. V. M. Adamjan, D. Z. Arov, and M. G. Krein, Analytic properties of Schmidt pairs for a Hankel operator and the generalized Schur-Takagi problem,Math. USSR-Sb.,15 (1971), 31–73.

    Google Scholar 

  2. W. Arvason, Interpolation in nested algebras,J. Functional Analysis,20 (1975), 208–233.

    Google Scholar 

  3. J. A. Ball and J. W. Helton, A Beurling-Lax theorem for the Lie groupU(m, n) which contains most classical interpolation theory,J. Operator Theory,9 (1983), 107–142.

    Google Scholar 

  4. J. A. Ball and A. C. M. Ran, Optimal Hankel norm model reduction and Wiener-Hopf factorization I: The canonical case,SIAM J. Control Optim.,25 (1987), 362–382.

    Google Scholar 

  5. J. A. Bal, I. Gohberg, and L. Rodman, Realization and interpolation of rational matrix functions, inOperator Theory: Advances and Applications (I. Gohberg, ed.), Vol. 33, Birkhäuser, Basel, 1988.

    Google Scholar 

  6. H. Bart, I. Gohberg, and M. A. Kaashoek,Minimal Factorizations of Matrix and Operator Functions, Birkhäuser, Basel, 1979.

    Google Scholar 

  7. T. Ba§ar, A dynamic games approach to controller design: Disturbance rejection in discrete time,Proceedings of the 28th IEEE Conference on Decision and Control, Tampa, FL, 1989, pp. 407–414.

  8. T. Ba§ar and P. Bernhand,H Optimal Control and Related Minimax Design Problems: A Dynamic Game Approach, Birkhäuser, Boston, 1991.

    Google Scholar 

  9. R. Datko, Uniform asymptotic stability of evolutionary processes in a Banach space,SIAM J. Math. Anal.,3 (1972), 428–445.

    Google Scholar 

  10. H. Dym,J Contractive Matrix Functions, Reproducing Kernels, Hilbert Spaces and Interpolation, Regional Conference Series in Mathematics, No. 71, American Mathematical Society, Providence, RI, 1989.

    Google Scholar 

  11. B. A. Francis,A Course in H Control Theory, Springer-Verlag, New York, 1987.

    Google Scholar 

  12. A. Feintuch and B. A. Francis, Uniformly optimal control of linear feedback systems,Automatica,21 (1985), 563–574.

    Google Scholar 

  13. A. Feintuch, P. P. Khargonekar, and A. Tannebaum, On the sensitivity minimization problem for linear time-varying periodic systems,SIAM J. Control Optim.,24 (1986), 1076–1084.

    Google Scholar 

  14. K. Glover, Robust stabilization of linear multivariable systems: relations to approximations,Internat. J. Control,43 (1986), 741–766.

    Google Scholar 

  15. I. Gohbert, M. A. Kaashoek, and H. J. Woerdman, The band method for positive and contractive extension problems,J. Operator Theory,22 (1989), 109–155.

    Google Scholar 

  16. I. Gohberg, M. A. Kaashoek, and H. J. Woerdman, The band method for positive and contractive extension problems: An alternative version and new application,Integral Equations and Operator Theory,12 (1989), 343–382.

    Google Scholar 

  17. P. Khargonekar, I. R. Petersen, and M. A. Rotea,H optimal control with state feedback,IEEE Trans. Automat. Control,33 (1988), 786–788.

    Google Scholar 

  18. P. P. Khargonekar and M. A. Rotea, Coprime factorization for linear time-varying systems,Proceedings of the 1988 American Control Conference, Atlanta, GA, pp. 848–851.

  19. P. P. Khargonekar and E. D. Sontag, On the relation between stable matrix function factorizations and regulable realizations of linear systems over rings,IEEE Trans. Automat. Control,27 (1982), 627–638.

    Google Scholar 

  20. D. J. Limebeer, B. D. O. Anderson, P. P. Khargonekar, and M. Green, A game-theoretic approach toH optimal control of linear time-varying plants,SIAM J. Control Optim.,30 (1992), 262–283.

    Google Scholar 

  21. Z. Nehari, On bounded bilinear forms,Ann. of Math.,65 (1957), 153–162.

    Google Scholar 

  22. S. C. Power,Hankel Operators on Hilbert Spaces, Pitman, Boston, 1982.

    Google Scholar 

  23. M. A. Rotea and P. P. Khargonekar, Stabilizability of linear time-varying and uncertain linear systems,IEEE Trans. Automat. Control,33 (1988), 884–887.

    Google Scholar 

  24. R. Ravi, K. M. Nagpal, and P. P. Khargonekar,H control of linear time-varying systems: A state space approach,SIAM J. Control. Optim.,29 (1991), 1394–1423.

    Google Scholar 

  25. I. Rhee and J. L. Speyer, A game-theoretic controller and its relationship toH and linear-exponential-Gaussian synthesis,Proceedings of the 28th IEEE Conference on Decision and Control, Tampa, FL, 1989, pp. 909–915.

  26. D. Sarason, Generalized interpolation inH ,Trans. Amer. Math. Soc.,127 (1967), 179–203.

    Google Scholar 

  27. A. A. Stoorvogel,The H Control Problem: A State Space Approach, Ph.D. Dissertation, Eindhoven University of Technology, The Netherlands, 1990.

    Google Scholar 

  28. B. Sz.-Nagy and C. Foias,Harmonic Analysis of Operators on Hilbert Spaces, North-Holland, Amsterdam, 1970.

    Google Scholar 

  29. G. Tadmor,H in the Time Domain: The Standard Four Block Problem, LCDS/CCS Report 88-21, Brown University, Providence, RI, 1988.

    Google Scholar 

  30. G. Tadmor, Time-domain optimal control and worst-case linear systems design,Proceedings of the 28th IEEE Conference on Decision and Control, Tampa, FL, 1989, pp. 403–406.

  31. G. Tadmor, The standardH problem and the maximum principle. The general linear case,SIAM J. Control Optim., to appear, also UTD Technical Report 189, the University of Texas, Dallas, 1989.

    Google Scholar 

  32. G. Tadmor, Worst-case design in the time domain: The maximum principle and the standardH problem,Math. Control Signals Systems,3 (1990), 301–324.

    Google Scholar 

  33. G. Tadmor, The input/output norms in general linear systems,Internat. J. Control,51 (1990), 911–924.

    Google Scholar 

  34. M. S. Verma, Robust stabilization of linear time-invariant plants,IEEE Trans. Automat. Control,34 (1989), 870–875.

    Google Scholar 

  35. M. Vidyasagar,Control Systems Synthesis: A Factorization Approach, MIT Press, Cambridge, MA, 1985.

    Google Scholar 

  36. I. Yaesh and U. Snaked, Minimum L∞ -norm regulation of linear discrete-time systems and its relations to linear quadratic discrete games,Proceedings of the 28th IEEE Conference on Decision and Control, Tampa, FL, 1989, pp. 942–947.

Download references

Author information

Authors and Affiliations

Authors

Additional information

The research was supported in part by the National Science Foundation under Grant ECS 9108927 and by the U.S. Army Research Office under Contract DAALO3 92 G 0015.

The research was supported by NSERC, Canada.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Tadmor, G., Verma, M. Factorization and the Nehari theorem in time-varying systems. Math. Control Signal Systems 5, 419–452 (1992). https://doi.org/10.1007/BF02134014

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02134014

Key words