Infinite Hankel Block Matrices, Extremal Problems

نویسنده

  • Lev Sakhnovich
چکیده

In the paper we consider a matrix version of the extremal Nehary problem [1],[4]. Our approach is based on the notion of a matrix analogue of the eigenvalue ρ2min. The notion of ρ 2 min was used in a number of the extremal interpolation problems [2],[3],[7]. We note that ρ2min is a solution of a nonlinear matrix inequality of the Riccati type [2],[6], [7]. Our approach coincides with the Adamjan-Arov-Krein approach [1], when ρ2min is a scalar matrix. Now we introduce the main definitions. Let H be a fixed separable Hilbert space. By l2(H) we denote the Hilbert space of the sequences ξ = {ξk} ∞ 1 , where ξk∈H and ‖ξ‖ = ∞

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Subspace algorithms for the stochastic identification problem,

A new subspace algorithm consistently identifies stochastic state space models directly from given output data, using only semi-infinite block Hankel matrices. Ala~raet-In this paper, we derive a new subspace algorithm to consistently identify stochastic state space models from given output data without forming the covariance matrix and using only semi-infinite block Hankel matrices. The algori...

متن کامل

Completion of Hankel Partial Contractions of Extremal Type

We find concrete necessary and sufficient conditions for the existence of contractive completions of Hankel partial contractions of size 4×4 in the extremal case. Along the way we introduce a new approach that allows us to solve, algorithmically, the contractive completion problem for 4 × 4 Hankel matrices. As an application, we obtain a concrete example of a partially contractive 4× 4 Hankel m...

متن کامل

On Fischer{frobenius Transformations and the Structure of Rectangular Block Hankel Matrices

In this paper, we develop three essential ingredients of an algebraic structure theory of nite block Hankel matrices. The development centers around a transformation of block Hankel matrices, rst introduced by Fischer and Frobenius for scalar Hankel matrices. We prove three results: First, Iohvidov's fundamental notion of the characteristic of a Hankel matrix is extended to the block matrix cas...

متن کامل

Inversion Components of Block Hankel-like Matrices

The inversion problem for square matrices having the structure of a block Hankel-like matrix is studied. Examples of such matrices in&de Hankel striped, Hankel layered, and vector Hankel matrices. It is shown that the components that both determine nonsingularity and construct the inverse of such matrices are closely related to certain matrix polynomials. These matrix polynomials are multidimen...

متن کامل

On Degenerate Hamburger Moment Problem and Extensions of Positive Semidefinite Hankel Block Matrices

In this paper we consider two related objects: singular positive semidefinite Hankel block–matrices and associated degenerate truncated matrix Hamburger moment problems. The description of all solutions of a degenerate matrix Hamburger moment problem is given in terms of a linear fractional transformation. The case of interest is the Hamburger moment problem whose Hankel block–matrix admits a p...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2009