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Herglotz-Nevanlinna matrix functions and Hurwitz stability of matrix polynomials

Published 29 Jun 2020 in math.CA, math.DS, and math.OC | (2006.16065v4)

Abstract: This paper elaborates on a relationship between matrix-valued Herglotz-Nevanlinna functions and Hurwitz stable matrix polynomials, which generalizes the corresponding classical stability criterion. The main motivation comes from the author's recent stability studies linked with matricial Markov parameters. To fulfill our goals, we first give a partial-fraction decomposition of a self-adjoint rational matrix function with the Herglotz-Nevanlinna property. The next step is to connect a matrix-valued Herglotz-Nevanlinna function with its matricial Laurent series. Certain matrix extensions to two classical theorems by Chebotarev and Grommer, respectively, are also established.

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