Commutant lifting theorem
Let be a contraction on a Hilbert space
, that is,
. Recall that
is an isometric dilation of
if
is an isometry (cf. Isometric operator) on a Hilbert space
and
is an invariant subspace for
satisfying
. The Sz.-Nagy–Shäffer construction shows that all contractions admit an isometric dilation [a1], [a5]. This sets the stage for the following result, known as the Sz.-Nagy–Foias commutant lifting theorem [a1], [a4], [a5].
Let on
be an isometric dilation for a contraction
on
. Let
be an operator from the Hilbert space
into
and
an isometry on
satisfying
. Then there exists an operator
from
into
satisfying the following three conditions:
,
and
, where
is the orthogonal projection onto
.
The commutant lifting theorem was inspired by seminal work of D. Sarason [a3] on interpolation. It can be used to solve many classical and modern
interpolation problems, including the Carathéodory, Nevanlinna–Pick, Hermite–Féjer, Nudelman, Nehari, and Löwner interpolation problems in both their classical and tangential form (see [a1] and also Carathéodory interpolation; Nevanlinna–Pick interpolation). The commutant lifting theorem can also be used to solve problems in
control theory and inverse scattering [a1], [a2].
There is a one-to-one correspondence between the set of all solutions in the commutant lifting theorem and a certain choice sequence of contractions. This choice sequence is a generalization of the Schur numbers used to solve the Carathéodory interpolation problem or the reflection coefficients appearing in inverse scattering problems for layered media in geophysics. There is also a one-to-one correspondence between the sets of all solutions for the commutant lifting theorem and a certain contractive analytic function in the open unit disc. This characterization of all solutions has several different network interpretations [a1].
As an illustration of the commutant lifting theorem, consider the Nehari interpolation problem
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where is a given function in
. Here,
is the Banach space of all Lebesgue-measurable functions
on the unit circle whose norm
is finite, and
is the subspace of
consisting of all functions
in
whose Fourier coefficients at
are zero for all
. Likewise,
is the Hilbert space of all Lebesgue-measurable, square-integrable functions on the unit circle, and
is the subspace of
consisting of all functions in
whose Fourier coefficients at
vanish for all
. Now, let
be the Hankel operator from
into
defined by
for
in
. Let
be the isometry on
and
the unitary operator on
defined by
and
, respectively. Let
be the contraction on
defined by
for
in
. Since
, it follows that
is an isometric lifting of
. By applying the commutant lifting theorem, there exists an operator
from
into
satisfying
,
and
. Therefore, the error
, and there exists an
such that
.
References
[a1] | C. Foias, A.E. Frazho, "The commutant lifting approach to interpolation problems" , Operator Theory: Advances and Applications , 44 , Birkhäuser (1990) |
[a2] | C. Foias, H. Özbay, A. Tannenbaum, "Robust control of infinite-dimensional systems" , Springer (1996) |
[a3] | D. Sarason, "Generalized interpolation in ![]() |
[a4] | B. Sz.-Nagy, C. Foias, "Dilatation des commutants d'opérateurs" C.R. Acad. Sci. Paris , A266 (1968) pp. 493–495 |
[a5] | B. Sz.-Nagy, C. Foias, "Harmonic analysis of operators on Hilbert space" , North-Holland (1970) |
Commutant lifting theorem. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Commutant_lifting_theorem&oldid=16540