Conditioning of infinite Hankel matrices of finite rank

Citation
Fsv. Bazan et Pl. Toint, Conditioning of infinite Hankel matrices of finite rank, SYST CONTR, 41(5), 2000, pp. 347-359
Citations number
16
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
SYSTEMS & CONTROL LETTERS
ISSN journal
01676911 → ACNP
Volume
41
Issue
5
Year of publication
2000
Pages
347 - 359
Database
ISI
SICI code
0167-6911(200012)41:5<347:COIHMO>2.0.ZU;2-4
Abstract
Let H be an infinite Hankel matrix with h(i+j-2) as its (i,j)-entry, h(k) = Sigma (i)(i=1) r(i)z(l)(k), k = 0, 1,...,\z(l)\ < 1, and r(l),z(l) <is an element of> C We derive upper bounds for the 2-condition number of H as fun ctions of n, r(l) and z(l), which show that the Hankel matrix H becomes wel l conditioned whenever the z's are close to the unit circle but not extreme ly close to each other. Numerical results which illustrate the theory are p rovided. (C) 2000 Elsevier Science B.V. All rights reserved.