Balanced realizations of discrete-time stable all-pass systems and the tangential Schur algorithm

Bernard Hanzon (1) , Martine Olivi (2) , Ralf L.M. Peeters (3)

1 School of Mathematical Sciences [Cork]
2 APICS - Analysis and Problems of Inverse type in Control and Signal processing
3 Dept. Mathematics [Maastricht]

In this paper, the connections are investigated between two different approaches towards the parametrization of multivariable stable all-pass systems in discrete-time. The first approach involves the tangential Schur algorithm, which employs linear fractional transformations. It stems from the theory of reproducing kernel Hilbert spaces and enables the direct construction of overlapping local parametrizations using Schur parameters and interpolation points. The second approach proceeds in terms of state-space realizations. In the scalar case, a balanced canonical form exists that can also be parametrized by Schur parameters. This canonical form can be constructed recursively, using unitary matrix operations. Here, this procedure is generalized to the multivariable case by establishing the connections with the first approach. It gives rise to balanced realizations and overlapping canonical forms directly in terms of the parameters used in the tangential Schur algorithm.

Mots clés: State space realization; Linear systems; Schur parameters; Multivariable systems; Lossless systems; Stability; All-pass systems

Domaines: Optimisation et contrôle [math.OC]

Bernard Hanzon, Martine Olivi, Ralf L.M. Peeters. Balanced realizations of discrete-time stable all-pass systems and the tangential Schur algorithm. Linear Algebra and its Applications, 2006, ⟨10.1016/j.laa.2006.03.027⟩. ⟨inria-00546784⟩