Related papers: State space formulas for a suboptimal rational Lee…
This work is concerned with the numerical solution of large-scale symmetric positive definite matrix equations of the form $A_1XB_1^\top + A_2XB_2^\top + \dots + A_\ell X B_\ell^\top = F$, as they arise from discretized partial differential…
Hyper-Positive real, matrix-valued, rational functions are associated with absolute stability (the Lurie problem). Here, quantitative subsets of Hyper-positive functions, related through nested inclusions, are introduced. Structurally, this…
Second heavenly equation hierarchy is considered using the framework of hyper-K\"ahler hierarchy developed by Takasaki. Generating equations for the hierarchy are introduced, they are used to construct generating equations for reduced…
Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…
Optimal model reduction for large-scale linear dynamical systems is studied. In contrast to most existing works, the systems under consideration are not required to be stable, neither in discrete nor in continuous time. As a consequence,…
This paper solves the rational noncommutative analog of Hilbert's 17th problem: if a noncommutative rational function is positive semidefinite on all tuples of hermitian matrices in its domain, then it is a sum of hermitian squares of…
Let $A$ be a unital commutative Banach algebra with maximal ideal space $X.$ We determine the rational H-type of the group $GL_n (A)$ of invertible n by n matrices with coefficients in A, in terms of the rational cohomology of $X.$ We also…
A problem by Feichtinger, Heil, and Larson asks whether every infinite matrix $A$ with $\sum_{k,l}|A_{kl}| < \infty$ (an equivalent substitute for the Feichtinger algebra) that is positive-semidefinite admits a symmetric rank-one…
We obtain a general characterization of discrete-time all-pass rational matrix functions from state-space representations. It can be employed to address model reduction problems in the same vein of the theory developed by Glover in the…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
In this paper, we consider a well-known sparse optimization problem that aims to find a sparse solution of a possibly noisy underdetermined system of linear equations. Mathematically, it can be modeled in a unified manner by minimizing…
If G is a simple non-compact Lie group, with K its maximal compact subgroup, such that K contains a one-dimensional center C, then the coset space G/K is an Hermitian symmetric non-compact space. SL(2,R)/U(1) is the simplest example of such…
Let $L$ be a simply-connected simple connected algebraic group over a number field $F$, and $H$ be a semisimple absolutely maximal connected $F$-subgroup of $L$. Under a cohomological condition, we prove an asymptotic formula for the number…
Considering a mapping g holomorphic on a neighbourhood of a rationally convex set K in $C^n$, and range into the complex projective space $P^m$, the main objective of this paper is to show that we can uniformly approximate g on K by…
We propose a classification of the solutions K to the semi-dynamical reflection equation with constant rational structure matrices associated to rational scalar Ruijsenaars-Schneider model. Four sets of solutions are identified and simple…
For all spherical homogeneous spaces G/H, where G is a simply connected semisimple algebraic group and H a connected solvable subgroup of G, we compute the spectra of the representations of G on spaces of regular sections of homogeneous…
We consider matrix Riccati inequality arising in the theory of absolute stability, $H_\infty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati…
We show that the closed convex hull of any one-dimensional semi-algebraic subset of R^n has a semidefinite representation, meaning that it can be written as a linear projection of the solution set of some linear matrix inequality. This is…
In this work we consider, in a Banach space framework, the regularization of linear ill-posed problems. Our focus is on the recovery of solutions that have a logarithmic source representation. Such cases typically occur in exponentially…
This paper mainly establishes the finite-horizon stochastic bounded real lemma, and then solves the $H_{\infty}$ control problem for discrete-time stochastic linear systems defined on the separable Hilbert spaces, thereby unifying the…