Skip to main content
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Specified that $z$ is that of a $z$-transformed discrete-time system.
Source Link

In my question I am considering $z$ as the complex variable in the $z$-transform $X(z)$ of a discrete-time sequence $x[n]$:

  • I have $M$ square complex matrices $\mathbf{R}_m$ of size $N\times N$.
  • I have $M$ complex, matrix-valued functions $\mathbf{H}_m(z)$ of complex variable $z$, also of size $N \times N$ .
  • Each $\mathbf{H}_m(z)$ is diagonal, with all $N$ diagonal entries containing the same scalar function $H_m(z)$, i.e. $\mathbf{H}_m(z) = H_m(z)\mathbf{I}$.
  • All scalar functions $H_m(z)$ are positive-real.

Is there a way to proofprove that $\sum_{m=1}^M \mathbf{R}_m \mathbf{H}_m(z)$ will be positive-real if all matrices $\mathbf{R}_m$ are Hermitian positive definite?

The only information that I found on discrete-time positive-real functions, is here, but it does not refer to matrix-valued functions. It says: a complex valued function of a complex variable $X(z)$ is said to be positive-real if

  1. $z$ real $\implies$ $X(z)$ real
  2. $|z| \geq 1 \implies \Re\{X(z)\}\geq0$
  • I have $M$ square complex matrices $\mathbf{R}_m$ of size $N\times N$.
  • I have $M$ complex, matrix-valued functions $\mathbf{H}_m(z)$ of complex variable $z$, also of size $N \times N$ .
  • Each $\mathbf{H}_m(z)$ is diagonal, with all $N$ diagonal entries containing the same scalar function $H_m(z)$, i.e. $\mathbf{H}_m(z) = H_m(z)\mathbf{I}$.
  • All scalar functions $H_m(z)$ are positive-real.

Is there a way to proof that $\sum_{m=1}^M \mathbf{R}_m \mathbf{H}_m(z)$ will be positive-real if all matrices $\mathbf{R}_m$ are Hermitian positive definite?

In my question I am considering $z$ as the complex variable in the $z$-transform $X(z)$ of a discrete-time sequence $x[n]$:

  • I have $M$ square complex matrices $\mathbf{R}_m$ of size $N\times N$.
  • I have $M$ complex, matrix-valued functions $\mathbf{H}_m(z)$ of complex variable $z$, also of size $N \times N$ .
  • Each $\mathbf{H}_m(z)$ is diagonal, with all $N$ diagonal entries containing the same scalar function $H_m(z)$, i.e. $\mathbf{H}_m(z) = H_m(z)\mathbf{I}$.
  • All scalar functions $H_m(z)$ are positive-real.

Is there a way to prove that $\sum_{m=1}^M \mathbf{R}_m \mathbf{H}_m(z)$ will be positive-real if all matrices $\mathbf{R}_m$ are Hermitian positive definite?

The only information that I found on discrete-time positive-real functions, is here, but it does not refer to matrix-valued functions. It says: a complex valued function of a complex variable $X(z)$ is said to be positive-real if

  1. $z$ real $\implies$ $X(z)$ real
  2. $|z| \geq 1 \implies \Re\{X(z)\}\geq0$
Source Link

positive real matrix-valued function as linear combination of positive-real functions

  • I have $M$ square complex matrices $\mathbf{R}_m$ of size $N\times N$.
  • I have $M$ complex, matrix-valued functions $\mathbf{H}_m(z)$ of complex variable $z$, also of size $N \times N$ .
  • Each $\mathbf{H}_m(z)$ is diagonal, with all $N$ diagonal entries containing the same scalar function $H_m(z)$, i.e. $\mathbf{H}_m(z) = H_m(z)\mathbf{I}$.
  • All scalar functions $H_m(z)$ are positive-real.

Is there a way to proof that $\sum_{m=1}^M \mathbf{R}_m \mathbf{H}_m(z)$ will be positive-real if all matrices $\mathbf{R}_m$ are Hermitian positive definite?