REGULAR UNITARY DILATION OF COMMUTING CONTRACTIONS AND MARKOVIAN REPRESENTATION OF GAUSSIAN STATIONARY-PROCESSES ON Z2

Authors
Citation
P. Loubaton, REGULAR UNITARY DILATION OF COMMUTING CONTRACTIONS AND MARKOVIAN REPRESENTATION OF GAUSSIAN STATIONARY-PROCESSES ON Z2, SIAM journal on control and optimization, 32(2), 1994, pp. 332-357
Citations number
26
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
ISSN journal
03630129
Volume
32
Issue
2
Year of publication
1994
Pages
332 - 357
Database
ISI
SICI code
0363-0129(1994)32:2<332:RUDOCC>2.0.ZU;2-W
Abstract
In this paper, we show that the concept of regular unitary dilation of a pair of commuting contractions is intimately related to Markovian-l ike subspaces with respect to a pair of commuting unitary operators. S tarting from this observation, a two-dimensional Markovian-like repres entation problem previously introduced by Attasi is studied geometrica lly. By using the geometric properties of the state spaces and some el ementary properties of two-variable Hardy spaces, the spectral domain description of regular and coregular minimal representations are given .