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A Krein Space Interpretation of the Kalman-Yakubovich-Popov Lemma

Hassibi, Babak and Kailath, Thomas (1997) A Krein Space Interpretation of the Kalman-Yakubovich-Popov Lemma. . (Submitted) https://resolver.caltech.edu/CaltechAUTHORS:20150218-071435753

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Abstract

In this note we give a Krein space interpretation of the celebrated Kalman-Yakubovich-Popov (KYP) Lemma by introducing state-space models driven by inputs that lie in an indefinite-metric space. Such state-space models can be considered as generalizations of standard stochastic statespace models driven by stationary stochastic processes (that lie in a definite, or so-called Hilbert, space). In this framework, the KYP lemma corresponds to a certain decomposition in Krein space.


Item Type:Report or Paper (Discussion Paper)
Additional Information:This work was supported in part by the Air Force Office of Scientific Research, Air Force Systems command under Contract AFOSR91-0060 and by the Army Research Office under contract DAAL03-89-K-0109.
Funders:
Funding AgencyGrant Number
Air Force Office of Scientific Research (AFOSR), Air Force Systems CommandAFOSR91-0060
Army Research OfficeDAAL03-89-K-0109
Record Number:CaltechAUTHORS:20150218-071435753
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20150218-071435753
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:54906
Collection:CaltechAUTHORS
Deposited By: Shirley Slattery
Deposited On:04 Mar 2015 00:49
Last Modified:03 Oct 2019 08:01

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