Spectral Factorizations and Sums of Squares Representations via Semidefinite Programming

In this paper we find a characterization for when a multivariable trigonometric polynomial can be written as a sum of squares. In addition, the truncated moment problem is addressed. A numerical algorithm for finding a sum of squares representation is presented as well. In the one-variable case, the algorithm finds a spectral factorization. The latter may also be used to find inner-outer factorizations.

[1]  Vasile Mihai Popov,et al.  Hyperstability of Control Systems , 1973 .

[2]  Jim Agler,et al.  A model theory for Γ-contractions , 2003 .

[3]  E. Yaz Linear Matrix Inequalities In System And Control Theory , 1998, Proceedings of the IEEE.

[4]  Murray Rosenblatt,et al.  A multi-dimensional prediction problem , 1958 .

[5]  H. Helson,et al.  Prediction theory and Fourier Series in several variables , 1958 .

[6]  Leiba Rodman,et al.  Algebraic Riccati equations , 1995 .

[7]  I. Postlethwaite,et al.  State-space formulae for discrete-time H∞ optimization , 1989 .

[8]  John B. Shoven,et al.  I , Edinburgh Medical and Surgical Journal.

[9]  T. Andô Generalized Schur complements , 1979 .

[10]  C. Carathéodory Über den variabilitätsbereich der fourier’schen konstanten von positiven harmonischen funktionen , 1911 .

[11]  W. Rudin The extension problem for positive-definite functions , 1963 .

[12]  T. D. Morley,et al.  Positive solutions to X = A−BX-1 B∗ , 1990 .

[13]  A. Ran,et al.  Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation X + A*X-1A = Q , 1993 .

[14]  André C. M. Ran,et al.  On an Iteration Method for Solving a Class of Nonlinear Matrix Equations , 2001, SIAM J. Matrix Anal. Appl..

[15]  M. A. Kaashoek,et al.  Minimal Factorization of Matrix and Operator Functions , 1980 .

[16]  Hugo J. Woerdeman,et al.  Model Theory for -contractions, 2 , 1999 .

[17]  D. Arov,et al.  On unitary couplings with losses (scattering theory with losses) , 1974 .

[18]  M. Kreĭn,et al.  The Markov Moment Problem and Extremal Problems , 1977 .

[19]  I. Gohberg,et al.  Factorization of Matrix Functions and Singular Integral Operators , 1980 .

[20]  Marvin Rosenblum Vectorial Toeplitz operators and the Fejér-Riesz theorem , 1968 .

[21]  N. Wiener,et al.  The prediction theory of multivariate stochastic processes , 1957 .

[22]  Thomas Kailath,et al.  A view of three decades of linear filtering theory , 1974, IEEE Trans. Inf. Theory.

[23]  D. Arov,et al.  DARLINGTON REALIZATION OF MATRIX-VALUED FUNCTIONS , 1973 .