Published March 4, 2015
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A Krein Space Interpretation of the Kalman-Yakubovich-Popov Lemma
- Creators
- Hassibi, Babak
- Kailath, Thomas
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.
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.Attached Files
Submitted - A_Krein_Space_Interpretation_of_the_Kalman-Yakubovich-Popov_Lemma.pdf
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A_Krein_Space_Interpretation_of_the_Kalman-Yakubovich-Popov_Lemma.pdf
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Additional details
- Eprint ID
- 54906
- Resolver ID
- CaltechAUTHORS:20150218-071435753
- Air Force Office of Scientific Research (AFOSR), Air Force Systems Command
- AFOSR91-0060
- Army Research Office
- DAAL03-89-K-0109
- Created
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2015-03-04Created from EPrint's datestamp field
- Updated
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2019-10-03Created from EPrint's last_modified field