Rational Covariance Extension for Boundary Data and Positive Real Lemma with Positive Semidefinite Matrix Solution

Abstract

AbstractWe consider the rational covariance extension problem with boundary data in terms of the positive real lemma and block discrete-time Schwarz form. The solution of the positive real function has zeros, poles and spectral zeros on the stability boundary. We use the positive real lemma for the positivity characterization, where the matrix P of independent variable is positive semidefinite.