A Krein Space Interpretation of the Kalman - Yakubovich - PopovLemma 1
نویسنده
چکیده
In this note we give a Krein space interpretation of the celebrated Kalman-Yakubovich-Popov (KYP) Lemma by introducing state-space models driven by inputs that lie in an indeenite-metric space. Such state-space models can be considered as generalizations of standard stochastic state-space models driven by stationary stochastic processes (that lie in a deenite, or so-called Hilbert, space). In this framework, the KYP lemma corresponds to a certain decomposition in Krein space.
منابع مشابه
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تاریخ انتشار 1997