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A frequency domain solution to the sub-optimal Hankel norm approximation problem

Sasane, Amol J. and Curtain, Ruth F. (2002) A frequency domain solution to the sub-optimal Hankel norm approximation problem. [Report]

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Abstract:	An elementary proof is presented for sufficient conditions for the existence of a solution to the sub-optimal Hankel norm approximation problem for the class of matrix-valued continuous functions defined on the imaginary axis with limit $\;0\;$ at $\;\pm \infty\;$ in terms of a solution to a certain $\;J-$ spectral factorization problem. All solutions are parameterized in terms of the $\;J-$ spectral factor.
Item Type:	Report
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:	Stochastic Systems and Signals (SST)
Link to this item:	http://purl.utwente.nl/publications/65839
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Metis ID: 211627

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