• DocumentCode
    321338
  • 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
  • Volume
    3
  • fYear
    1997
  • fDate
    10-12 Dec 1997
  • Firstpage
    2578
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
  • Conference_Location
    San Diego, CA
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-4187-2
  • Type

    conf

  • DOI
    10.1109/CDC.1997.657753
  • Filename
    657753