arXiv subjects

Daniel Alpay

Publications and source records attributed to Daniel Alpay.

At least 109 records · Page 6Linked to original sources

arXiv2013

Minimal state space realization, static output feedback and matrix completion of families of systems

We here characterize the minimality of realization of arbitrary linear time-invariant dynamical systems through (i) intersection of the spectra of the realization matrix and of the corresponding state submatrix and (ii) moving the poles by applying static output feedback. In passing, we introduce, for a given square matrix A, a parameterization of all matrices B for which the pairs (A, B) are controllable. In particular, the minimal rank of such B turns to be equal to the smallest geometric multiplicity among the eigenvalues of A. Finally, we show that the use of a (not necessarily square) realization matrix L to examine minimality of realization, is equivalent to the study of a smaller dimensions, square realization matrix L_sq, which in turn is linked to realization matrices obtained as polynomials in L_sq. Namely a whole family of systems.

math.CV↗

arXiv2013

Inner product spaces and Krein spaces in the quaternionic setting

In this paper we provide a study of quaternionic inner product spaces. This includes ortho-complemented subspaces, fundamental decompositions as well as a number of results of topological nature. Our main purpose is to show that a uniformly positive subspace in a quaternionic Krein space is ortho-complemented, and this leads to our choice of the results presented in the paper.

math.FA↗

arXiv2013

Self-mappings of the quaternionic unit ball: multiplier properties, Schwarz-Pick inequality, and Nevanlinna--Pick interpolation problem

We study several aspects concerning slice regular functions mapping the quaternionic open unit ball into itself. We characterize these functions in terms of their Taylor coefficients at the origin and identify them as contractive multipliers of the Hardy space. In addition, we formulate and solve the Nevanlinna-Pick interpolation problem in the class of such functions presenting necessary and sufficient conditions for the existence and for the uniqueness of a solution. Finally, we describe all solutions to the problem in the indeterminate case.

math.CV↗

arXiv2013

On algebras which are inductive limits of Banach spaces

We introduce algebras which are inductive limits of Banach spaces and carry inequalities which are counterparts of the inequality for the norm in a Banach algebra. We then define an associated Wiener algebra, and prove the corresponding version of the well-known Wiener theorem. Finally, we consider factorization theory in these algebra, and in particular, in the associated Wiener algebra.

math.FA↗

arXiv2013

Basics of functional analysis with bicomplex scalars, and bicomplex Schur analysis

With the goal of providing the foundations for a rigorous study of modules of bicomplex holomorphic functions, we develop a general theory of functional analysis with bicomplex scalars. Even though the basic properties of bicomplex number are well known and widely available, our analysis requires some more delicate discussion of the various structures which are hidden in the ring of bicomplex numbers. We study in particular matrices with bicomplex numbers, bicomplex modules, and inner products and norms in bicomplex modules. We consider two kinds of norms on bicomplex modules: a real-valued norm (as one would expect), and a hyperbolic-valued norm. Interestingly enough, while both norms can be used to build the theory of normed bicomplex modules, the hyperbolic-valued norm appears to be much better compatible with the structure of bicomplex modules. We also consider linear functionals on bicomplex numbers. To conclude we describe a bicomplex version of classical Schur analysis

math.CV↗

arXiv2013

Topological convolution algebras

In this paper we introduce a new family of topological convolution algebras of the form $\bigcup_{p\in\mathbb N} L_2(S,μ_p)$, where $S$ is a Borel semi-group in a locally compact group $G$, which carries an inequality of the type $\|f*g\|_p\le A_{p,q}\|f\|_q\|g\|_p$ for $p > q+d$ where $d$ pre-assigned, and $A_{p,q}$ is a constant. We give a sufficient condition on the measures $μ_p$ for such an inequality to hold. We study the functional calculus and the spectrum of the elements of these algebras, and present two examples, one in the setting of non commutative stochastic distributions, and the other related to Dirichlet series.

math.FA↗

arXiv2013

Non-commutative stochastic distributions and applications to linear systems theory

In this paper, we introduce a non-commutative space of stochastic distributions, which contains the non-commutative white noise space, and forms, together with a natural multiplication, a topological algebra. A special inequality which holds in this space allows to characterize its invertible elements and to develop an appropriate framework of non-commutative stochastic linear systems.

math.FA↗

arXiv2013

Easy-to-compute parameterizations of all wavelet filters: input-output and state-space

We here use notions from the theory linear shift-invariant dynamical systems to provide an easy-to-compute characterization of all rational wavelet filters. For a given N bigger or equql to 2, the number of inputs, the construction is based on a factorization to an elementary wavelet filter along with of m elementary unitary matrices. We shall call this m the index of the filter. It turns out that the resulting wavelet filter is of McMillan degree $N((N-1)/2+m). Rational wavelet filters bounded at infinity, admit state space realization. The above input-output parameterization is exploited for a step-by-step construction (where in each the index m is increased by one) of state space model of wavelet filters.

math.CV↗

arXiv2012

Krein-Langer factorization and related topics in the slice hyperholomorphic setting

We study various aspects of Schur analysis in the slice hyperholomorphic setting. We present two sets of results: first, we give new results on the functional calculus for slice hyperholomorphic functions. In particular, we introduce and study some properties of the Riesz projectors. Then we prove a Beurling-Lax type theorem, the so-called structure theorem. A crucial fact which allows to prove our results, is the fact that the right spectrum of a quaternionic linear operator and the S-spectrum coincide. Finally, we study the Krein-Langer factorization for slice hyperholomorphic generalized Schur functions. Both the Beurling-Lax type theorem and the Krein-Langer factorization are far reaching results which have not been proved in the quaternionic setting using notions of hyperholomorphy other than slice hyperholomorphy

math.FA↗

arXiv2012

New Topological C-Algebras with Applications in Linear Systems Theory

Motivated by the Schwartz space of tempered distributions $\mathscr S^\prime$ and the Kondratiev space of stochastic distributions $\mathcal S_{-1}$ we define a wide family of nuclear spaces which are increasing unions of (duals of) Hilbert spaces $\mathscr H_p^\prime,p\in\mathbb N$, with decreasing norms $|\cdot|_{p}$. The elements of these spaces are functions on a free commutative monoid. We characterize those rings in this family which satisfy an inequality of the form $|f * g|_{p} \leq A(p-q) |f|_{q}|g|_{p}$ for all $p\ge q+d$, where * denotes the convolution in the monoid, $A(p-q)$ is a strictly positive number and $d$ is a fixed natural number (in this case we obtain commutative topological $\mathbb C$-algebras). Such an inequality holds in $\mathcal S_{-1}$, but not in $\mathscr S^\prime$. We give an example of such a ring which contains $\mathscr S^\prime$. We characterize invertible elements in these rings and present applications to linear system theory

math.FA↗

arXiv2012

On discrete analytic functions: Products, Rational Functions, and some Associated Reproducing Kernel Hilbert Spaces

We introduce a family of discrete analytic functions, called expandable discrete analytic functions, which includes discrete analytic polynomials, and define two products in this family. The first one is defined in a way similar to the Cauchy-Kovalevskaya product of hyperholomorphic functions, and allows us to define rational discrete analytic functions. To define the second product we need a new space of entire functions which is contractively included in the Fock space. We study in this space some counterparts of Schur analysis.

math.FA↗

arXiv2012

Spectral theory for Gaussian processes: Reproducing kernels, random functions, boundaries, and $\mathbf L^2$-wavelet generators with fractional scales

A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by a host of applications, e.g., in mathematical physics, and in stochastic differential equations, and their use in financial models. In this paper, we show that, for three classes of cases in the correspondence, it is possible to obtain explicit formulas which are amenable to computations of the respective Gaussian stochastic processes. For achieving this, we first develop two functional analytic tools. They are: $(i)$ an identification of a universal sample space $Ω$ where we may realize the particular Gaussian processes in the correspondence; and (ii) a procedure for discretizing computations in $Ω$. The three classes of processes we study are as follows: Processes associated with: (a) arbitrarily given sigma finite regular measures on a fixed Borel measure space; (b) with Hilbert spaces of sigma-functions; and (c) with systems of self-similar measures arising in the theory of iterated function systems. Even our results in (a) go beyond what has been obtained previously, in that earlier studies have focused on more narrow classes of measures, typically Borel measures on $\mathbb R^n$. In our last theorem (section 10), starting with a non-degenerate positive definite function $K$ on some fixed set $T$, we show that there is a choice of a universal sample space $Ω$, which can be realized as a "boundary" of $(T, K)$. Its boundary-theoretic properties are analyzed, and we point out their relevance to the study of electrical networks on countable infinite graphs.

math.FA↗

arXiv2012

Interpolation by polynomials with symmetries on the imaginary axis

We here specialize the standard matrix-valued polynomial interpolation to the case where on the imaginary axis the interpolating polynomials admit various symmetries: Positive semidefinite, Skew-Hermitian, $J$-Hermitian, Hamiltonian and others. The procedure is comprized of three stages, illustrated through the case where on $i\R$ the interpolating polynomials are to be positive semidefinite. We first, on the expense of doubling the degree, obtain a minimal degree interpolating polynomial $P(s)$ which on $i\R$ is Hermitian. Then we find all polynomials $Ψ(s)$, vanishing at the interpolation points which are positive semidefinite on $i\R$. Finally, using the fact that the set of positive semidefinite matrices is a convex subcone of Hermitian matrices, one can compute the minimal scalar $\hatβ\geq 0$ so that $P(s)+βΨ(s)$ satisfies all interpolation constraints for all $β\geq\hatβ$. This approach is then adapted to cases when the family of interpolating polynomials is not convex. Whenever convex, we parameterize all minimal degree interpolating polynomials.

math.CV↗

arXiv2012

Pontryagin de Branges Rovnyak spaces of slice hyperholomorphic functions

We study reproducing kernel Hilbert and Pontryagin spaces of slice hyperholomorphic functions which are analogs of the Hilbert spaces of analytic functions introduced by de Branges and Rovnyak. In the first part of the paper we focus on the case of Hilbert spaces, and introduce in particular a version of the Hardy space. Then we define Blaschke factors and Blaschke products and we consider an interpolation problem. In the second part of the paper we turn to the case of Pontryagin spaces. We first prove some results from the theory of Pontryagin spaces in the quaternionic setting and, in particular, a theorem of Shmulyan on densely defined contractive linear relations. We then study realizations of generalized Schur functions and of generalized Carath'eodory functions.

math.FA↗

arXiv2012

Stochastic integration for a wide class of Gaussian stationary increment processes using an extension of the S-transform

Given a Gaussian stationary increment processes with spectral density, we show that a Wick-Ito integral with respect to this process can be naturally obtained using Hida's white noise space theory. We use the Bochner-Minlos theorem to associate a probability space to the process, and define the counterpart of the S-transform in this space. We then use this transform to define the stochastic integral and prove an associated Ito formula.

math.PR↗

arXiv2012

Convex Cones of Generalized Positive Rational Functions and Nevanlinna-Pick Interpolation

Scalar rational functions with a non-negative real part on the right half plane, called positive, are classical in the study of electrical networks, dissipative systems, Nevanlinna-Pick interpolation and other areas. We here study generalized positive functions, i.e with a non-negative real part on the imaginary axis. These functions form a Convex Invertible Cone, cic in short, and we explore two partitionings of this set: (i) into a pair of even and odd subcics and (ii) to (infinitely many non-invertible) convex cones of functions with prescribed poles and zeroes in the right half plane. It is then shown that a positive function can always be written as a sum of even and odd part, only over the larger set of generalized positive. It is well known that over positive functions Nevanlinna-Pick interpolation is not always feasible. Over generalized positive, there is no easy way to carry out this interpolation. The second partitioning is subsequently exploited to introduce a simple procedure for Nevanlinna-Pick interpolation. Finally we show that only some of these properties are carried over to generalized bounded functions, mapping the imaginary axis to the unit disk.

math.OC↗

arXiv2012

State space realization of even generalized positive and odd rational function. Applications to static output feedback

We here specialize the well known Positive Real Lemma (also known as the Kalman-Yakubovich-Popov Lemma) to complex matrix-valued rational functions, (i) generalized positive even and (ii) odd. On the way we characterize the (non) minimality of realization of arbitrary systems through (i) the corresponding state matrix and (ii) moving the poles by applying static output feedback. We then explore the application of static output feedback to both generalized positive even and to odd functions.

math.OC↗

arXiv2011

Schur functions and their realizations in the slice hyperholomorphic setting

we start the study of Schur analysis in the quaternionic setting using the theory of slice hyperholomorphic functions. The novelty of our approach is that slice hyperholomorphic functions allows to write realizations in terms of a suitable resolvent, the so called S-resolvent operator and to extend several results that hold in the complex case to the quaternionic case. We discuss reproducing kernels, positive definite functions in this setting and we show how they can be obtained in our setting using the extension operator and the slice regular product. We define Schur multipliers, and find their co-isometric realization in terms of the associated de Branges-Rovnyak space.

math.FA↗