arXiv · 1408.2144
State space formulas for a suboptimal rational Leech problem I: Maximum entropy solution
Abstract
For the strictly positive case (the suboptimal case) the maximum entropy solution $X$ to the Leech problem $G(z)X(z)=K(z)$ and $\|X\|_\infty=\sup_{|z|\leq 1}\|X(z)\|\leq 1$, with $G$ and $K$ stable rational matrix functions, is proved to be a stable rational matrix function. An explicit state space realization for $X$ is given, and $\|X\|_\infty$ turns out to be strictly less than one. The matrices involved in this realization are computed from the matrices appearing in a state space realization of the data functions $G$ and $K$. A formula for the entropy of $X$ is also given.
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A. E. Frazho, S. ter Horst, M. A. Kaashoek. 2014-08-09. State space formulas for a suboptimal rational Leech problem I: Maximum entropy solution. https://arxiv.org/abs/1408.2144
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