Docent Seminar, Optimization and Systems Theory
Friday, March 10, 2000, 11.00-12.00, Room 3721, Lindstedtsv. 25

Yishao Zhou
Stockholm University

Balanced parametrization of a class of positive real functions

In this talk we concentrate on the parametrization of a class of positive real functions in connection to the spectral factorization problems, partial realization problems, etc, using the polynomial model. We will show that the Kimura realization for the so-called ``maximum entropy solution'' is indeed Riccati balanced parametrization of this class of positive real functions and the related realization of the minimum phase spectral factor, Lyapunov balanced. The talk will start with a general presentation of the polynomial model and orthogonal polynomials. Then we work out the Kimura realization through the shift operator using a set of orthonormal polynomials. Linear algebra is the main tool of our analysis.
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Last update: Mars 2, 2000 by Petter Ögren,