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arXiv · 2409.17324

A new systems theory perspective on canonical Wiener-Hopf factorization on the unit circle

Sanne ter Horst·Mikael Kurula·André Ran
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Abstract

We establish left and right canonical factorizations of Hilbert-space operator-valued functions G(z) that are analytic on neighborhoods of the complex unit circle and the origin 0, and that have the form G(z)=I+F(z) with F(z) taking strictly contractive values on the unit circle. Such functions can be realized as transfer functions of infinite dimensional dichotomous discrete-time linear systems, and we employ the strict bounded real lemma for this class of systems, together with associated Krein space theory, to derive explicit formulas for the left and right canonical factorizations.

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Sanne ter Horst, Mikael Kurula, André Ran. 2024-09-25. A new systems theory perspective on canonical Wiener-Hopf factorization on the unit circle. https://arxiv.org/abs/2409.17324

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