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
Link To Document