Title :
The Kalman-Yakubovich-Popov lemma in a behavioural framework and polynomial spectral factorization
Author :
van der Geest, Rob ; Trentelman, Harry
Author_Institution :
Fac. of Applied Math., Eindhoven Univ. of Technol., Netherlands
Abstract :
The classical Kalman-Yakubovich-Popov lemma provides a link between dissipativity of a system in state-space form and the solution to a linear matrix inequality. In this paper we derive the KYP lemma for linear systems described by higher-order differential equations. The result is an LMI in terms of the original coefficients in which the dissipativity problem is posed. Subsequently we study the connection between dissipativity and spectral factorization of polynomial matrices. This enables us to derive a new algorithm for polynomial spectral factorization in terms of an LMI in the coefficients of the polynomial matrix
Keywords :
Kalman filters; Popov criterion; differential equations; matrix decomposition; polynomial matrices; state-space methods; Kalman-Yakubovich-Popov lemma; LMI; dissipativity; high-order differential equations; linear matrix inequality; polynomial matrix coefficients; polynomial spectral factorization; state-space form; Differential equations; Ear; Kalman filters; Linear matrix inequalities; Linear systems; Lyapunov method; Mathematics; Polynomials; Sufficient conditions;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657753