Related papers: Representation and Factorization of Discrete-Time …
Formulas for the solutions of initial value problems for ordinary differential equations with singular $\delta^{(n)}$-like driving terms are derived in the framework of an algebra of generalized functions (of Colombeau type) over a field of…
In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccati equation arising in optimal control and optimal filtering problems into two parts corresponding to an additive decomposition X=X0+D of…
We here extend the well known Positive Real Lemma (also known as the Kalman-Yakubovich-Popov Lemma) to complex matrix-valued generalized positive rational function, when non-minimal realizations are considered. We then exploit this result…
In this paper, we examine the problem of approximating a general linear dimensionality reduction (LDR) operator, represented as a matrix $A \in \mathbb{R}^{m \times n}$ with $m < n$, by a partial circulant matrix with rows related by…
For a rational matrix function R of one variable in general position, the matrix functions R(x)/R(y) and R(y)\R(x) of two variables are considered. For these matrix functions of two variables, representations which are analogous to the…
Some twenty years ago we introduced a nonstandard matrix Riccati equation to solve the partial stochastic realization problem. In this paper we provide a new derivation of this equation in the context of system identification. This allows…
In a previous paper [Adcock & Huybrechs, 2019] we described the numerical approximation of functions using redundant sets and frames. Redundancy in the function representation offers enormous flexibility compared to using a basis, but…
A representation-theoretic approach to special functions was developed in the 40-s and 50-s in the works of I.M.Gelfand, M.A.Naimark, N.Ya.Vilenkin, and their collaborators. The essence of this approach is the fact that most classical…
A primary interest in dynamic inverse problems is to identify the underlying temporal behaviour of the system from outside measurements. In this work we consider the case, where the target can be represented by a decomposition of spatial…
We study factorizations of rational matrix functions with simple poles on the Riemann sphere. For the quadratic case (two poles) we show, using multiplicative representations of such matrix functions, that a good coordinate system on this…
For discrete-time nonautonomous linear dynamics and a large class of discrete growth rates $\mu$, we show that the notion of $\mu$ dichotomy (with respect to a sequence of norms) can be completely characterized in terms of ordinary and…
We study a general class of recurrence relations that appear in the application of a matrix diagonalization procedure. We find general closed formula and determine analytical properties of the solutions. We finally apply these findings in…
We give an account of our work on transitive factorizations of permutations. The work has had impact upon other areas of mathematics such as the enumeration of graph embeddings, random matrices, branched covers, and the moduli spaces of…
In this paper we study properties of regular solutions of matrix Riccati equations. The obtained results are used to study the asymptotic behavior of solutions of linear systems of ordinary differential equations.
We present a generalization of the discrete Lehmann representation (DLR) to three-point correlation and vertex functions in imaginary time and Matsubara frequency. The representation takes the form of a linear combination of judiciously…
The main purpose of this paper is to give characterization theorems on derivations as well as on linear functions. Among others the following problem will be investigated: Let $n\in\mathbb{Z}$, $f, g\colon\mathbb{R}\to\mathbb{R}$ be…
Methods from learning theory are used in the state space of linear dynamical and control systems in order to estimate the system matrices. An application to stabilization via algebraic Riccati equations is included. The approach is…
Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…
Minimal representations of a real reductive group G are the `smallest' irreducible unitary representations of G. We discuss special functions that arise in the analysis of L^2-model of minimal representations.
We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…