Abstract
The LQ-optimal state feedback of a finite-dimensional linear time-invariant system determines a coprime factorization NM −1 of the transfer function. We show that the same is true also for infinite-dimensional systems over arbitrary Hilbert spaces, in the sense that the factorization is weakly coprime, i.e., Nf, \({Mf \in \mathcal {H}^2 \Longrightarrow f \in \mathcal {H}^2}\) for every function f. The factorization need not be Bézout coprime. We prove that every proper quotient of two bounded holomorphic operator-valued functions can be presented as the quotient of two bounded holomorphic weakly coprime functions. This result was already known for matrix-valued functions with the classical definition gcd(N, M) = I, which we prove equivalent to our definition. We give necessary and sufficient conditions and further results for weak coprimeness and for Bézout coprimeness. We then establish a variant of the inner–outer factorization with the inner factor being “weakly left-invertible”. Most of our results hold also for continuous-time systems and many are new also in the scalar-valued case.
Similar content being viewed by others
References
Arveson W (1975) Interpolation problems in nest algebras. J Funct Anal 20: 208–233
Curtain RF, Opmeer MR (2006) Normalized doubly coprime factorizations for infinite-dimensional linear systems. Math Control Signals Syst 18(1): 1–31
Curtain RF, Opmeer MR (2007) The Nehari problem for discrete-time infinite-dimensional systems. In: Proceedings of the 2007 European Control Conference (ECC 2007) (Kos, Greece), July 2007
Curtain RF, Opmeer MR (2008) Coprime factorization and robustly stabilizing controllers for discrete-time infinite-dimensional systems (manuscript)
Curtain RF (2006) Robustly stabilizing controllers with respect to left-coprime factor perturbations for infinite-dimensional linear systems. Syst Control Lett 55(7): 509–517
Curtain RF, Weiss G, Weiss M (2001) Stabilization of irrational transfer functions by controllers with internal loop, Systems, approximation, singular integral operators, and related topics. Oper Theory Adv Appl, vol 129. Birkhäuser, Basel, pp 179–207
Curtain RF, Zwart H (1995) An introduction to infinite-dimensional linear systems theory. Springer, New York
Francis BA (1987) A course in H ∞ control theory. Lecture Notes in Control and Inform. Sci., vol 88. Springer, Berlin
Fuhrmann PA (1981) Linear systems and operators in Hilbert space. McGraw-Hill, New York
Georgiou TT, Smith MC (1993) Graphs, causality, and stabilizability: Linear, shift-invariant systems on L 2[0, ∞). Math Control Signals Syst 6: 195–223
Hille E, Phillips RS (1957) Functional analysis and semi-groups, revised edn. AMS, Providence
Inouye Y (1988) Parametrization of compensators for linear systems with transfer functions of bounded type. In: Proceedings of the 27th conference on decision and control, Austin, Texas, pp 2083–2088
Khargonekar PP, Shim D (1994) Maximally robust state-feedback controllers for stabilization of plants with normalized right coprime factor uncertainty. Syst Control Lett 22(1): 1–4
Mikkola KM (2002) Infinite-dimensional linear systems, optimal control and algebraic Riccati equations. Doctoral dissertation, technical report A452, Institute of Mathematics, Helsinki University of Technology, Espoo, Finland. http://www.math.hut.fi/~kmikkola/research/
Mikkola KM (2006) State-feedback stabilization of well-posed linear systems. Integral Equ Oper Theory 55(2): 249–271
Mikkola KM (2007) Coprime factorization and dynamic stabilization of transfer functions. SIAM J Control Optim 45(2): 1988–2010
Mikkola KM (2007) Different types of stabilizability and detectability of well-posed linear systems (manuscript)
Mikkola KM (2007) Optimal state feedback and stabilizing compensators are real when data is real. In: Proceedings of the 2007 European Control Conference (ECC 2007) (Kos, Greece), July 2007
Mikkola KM (2008) Weakly coprime factorization and continuous-time systems. IMA J Math Control Inform, 37 pp (to appear)
Mikkola KM (2009) Hankel and Toeplitz operators on nonseparable Hilbert spaces. Ann Acad Sci Fenn Math 34(1), 24 pp (to appear)
Mikkola KM, Staffans OJ (2004) Coprime factorizations and stabilizability of infinite-dimensional linear systems. In: 16th international symposium on mathematical theory of networks and systems (MTNS 2004), Leuven, Belgium
Nikolski NK (2002) Operators, functions, and systems: an easy reading, vol 1. Mathematical Surveys and Monographs, vol 92. American Mathematical Society, Providence, RI, Hardy, Hankel, and Toeplitz, Translated from the French by Andreas Hartmann
Opmeer MR, Curtain RF (2004) Linear quadratic Gaussian balancing for discrete-time infinite-dimensional linear systems. SIAM J Control Optim 43(4): 1196–1221
Quadrat A (2003) The fractional representation approach to synthesis problems: an algebraic analysis viewpoint. I. (Weakly) doubly coprime factorizations. SIAM J Control Optim 42(1): 266–299 (electronic)
Quadrat A (2003) The fractional representation approach to synthesis problems: an algebraic analysis viewpoint. II. Internal stabilization. SIAM J Control Optim 42(1): 300–320 (electronic)
Quadrat A (2004) On a general structure of the stabilizing controllers based on stable range. SIAM J Control Optim 42(6): 2264–2285 (electronic)
Quadrat A (2005) An algebraic interpretation to the operator-theoretic approach to stabilizability. I. SISO systems. Acta Appl Math 88(1): 1–45
Quadrat A (2006) A lattice approach to analysis and synthesis problems. Math Control Signals Syst 18(2): 147–186
Rosenblum M, Rovnyak J (1985) Hardy classes and operator theory. Oxford University Press, New York, Oxford
Salamon D (1989) Realization theory in Hilbert space. Math Syst Theory 21: 147–164
Sz.-Nagy B, Foiaş C (1976) On contractions similar to isometries and toeplitz operators. Ann Acad Sci Fenn Ser A I 2: 553–564
Smith MC (1989) On stabilization and the existence of coprime factorizations. IEEE Trans Automat Control 34(9): 1005–1007
Staffans OJ (1997) Quadratic optimal control of stable well-posed linear systems. Trans Am Math Soc 349: 3679–3715
Staffans OJ (1998) Coprime factorizations and well-posed linear systems. SIAM J Control Optim 36: 1268–1292
Staffans OJ (2005) Well-Posed Linear Systems. Encyclopedia Math Appl, vol 103. Cambridge University Press, Cambridge
Staffans OJ, Weiss G (2002) Transfer functions of regular linear systems. Part II. the system operator and the Lax-Phillips semigroup. Trans Am Math Soc 354(8): 3229–3262
Tolokonnikov VA (1981) Estimates in the Carleson corona theorem, ideals of the algebra H ∞, a problem of Sz.-Nagy. Zap. Nauchn. Sem. Leningrad. Otdel. Mat. Inst. Steklov. (LOM‘I) 113:178–198, 267
Treil SR (1989) Angles between co-invariant subspaces, and the operator corona problem. the Szökefalvi–Nagy problem. Soviet Math Dokl 38(2): 394–399
Treil SR (1992) The stable rank of the algebra H ∞ equals 1. J Funct Anal 109(1): 130–154
Treil SR (2004) An operator Corona theorem. Indiana Univ Math J 53(6): 1763–1780
Vaseršteĭn LN (1971) Stable rank of rings and dimensionality of topological spaces. Funct Anal Appl 5(2): 102–110
Vidyasagar M (1985) Control system synthesis: a factorization approach. MIT Press Ser. Signal Process Optim Control, 7. MIT Press, Cambridge, MA
von Renteln M (1977) Hauptideale und äussere Funktionen im Ring H ∞. Arch Math (Basel) 28(5): 519–524
Weiss G (1994) Transfer functions of regular linear systems. Part I. characterizations of regularity. Trans Am Math Soc 342: 827–854
Weiss G, Rebarber R (2000) Optimizability and estimatability for infinite-dimensional linear systems. SIAM J Control Optim 39(4): 1204–1232
Weiss G, Zwart H (1998) An example in linear quadratic optimal control. Syst Control Lett 33: 339–349
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Mikkola, K.M. Weakly coprime factorization and state-feedback stabilization of discrete-time systems. Math. Control Signals Syst. 20, 321–350 (2008). https://doi.org/10.1007/s00498-008-0034-z
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00498-008-0034-z