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On factoring the polyvariance operator

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Abstract

The minimum phase factorization of bounded Hermitian operators (covariance operators) is an essential ingredient in linear filtering and stochastic control. In a recent article the author studied an analogous class of polynomic filtering and stochastic control problems. The present study uses the concept of a Hilbert scale to establish a minimum phase factorization procedure for the polynomic setting. The linear theory is carried over in its entirety.

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Authors and Affiliations

  1. Department of Electrical Engineering, Louisiana State University, 70803, Baton Rouge, LA, USA

    William A. Porter

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  1. William A. Porter
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Additional information

Supported in part by the US Air Force Office of Scientific Research under Grant No. 78-3500 and the National Science Foundation under Grant 78/8871.

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Porter, W.A. On factoring the polyvariance operator. Math. Systems Theory 14, 67–82 (1981). https://doi.org/10.1007/BF01752390

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  • DOI: https://doi.org/10.1007/BF01752390

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