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) | ||||||
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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: |
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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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