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Full-Text Articles in Algebra
A Class Of Gaussian Processes With Fractional Spectral Measures, Daniel Alpay, Palle Jorgensen, David Levanony
A Class Of Gaussian Processes With Fractional Spectral Measures, Daniel Alpay, Palle Jorgensen, David Levanony
Mathematics, Physics, and Computer Science Faculty Articles and Research
We study a family of stationary increment Gaussian processes, indexed by time. These processes are determined by certain measures σ (generalized spectral measures), and our focus here is on the case when the measure σ is a singular measure. We characterize the processes arising from when σ is in one of the classes of affine self-similar measures. Our analysis makes use of Kondratiev-white noise spaces. With the use of a priori estimates and the Wick calculus, we extend and sharpen (see Theorem 7.1) earlier computations of Ito stochastic integration developed for the special case of stationary increment processes having absolutely …
The Positive Real Lemma And Construction Of All Realizations Of Generalized Positive Rational Functions, Daniel Alpay, Izchak Lewkowicz
The Positive Real Lemma And Construction Of All Realizations Of Generalized Positive Rational Functions, Daniel Alpay, Izchak Lewkowicz
Mathematics, Physics, and Computer Science Faculty Articles and Research
We here extend the well known Positive Real Lemma (also known as the Kalman-Yakubovich-Popov Lemma) to complex matrix-valued generalized positive rational function, when non-minimal realizations are considered. All state space realizations are partitioned into subsets, each is identified with a set of matrices satisfying the same Lyapunov inclusion. Thus, each subset forms a convex invertible cone, cic in short, and is in fact is replica of all realizations of positive functions of the same dimensions. We then exploit this result to provide an easy construction procedure of all (not necessarily minimal) state space realizations of generalized positive functions. As a …