Conjecture on Lyapunov representations of observable all-pass functions

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Let A∈Rn×nA \in\mathbb{R}^{n\times n} and B∈Rn×mB\in\mathbb{R}^{n\times m} be given. An observable realization is a realization whose associated state-space pair is observable, and an all-pass function is a rational function satisfying the all-pass identity on the unit circle.

Lyapunov representation conjecture. There exists a symmetric matrix P=P⊤P=P^{\top} satisfying

APA⊤−P=BB⊤A P A^{\top}-P=BB^{\top}

if and only if there exist matrices C∈Rm×nC\in\mathbb{R}^{m\times n} and D∈Rm×mD\in\mathbb{R}^{m\times m} such that Q(z)=C(zI−A)−1B+DQ(z)=C(zI-A)^{-1}B+D is an observable realization of an all-pass function.

The conjecture would remove the reachability assumption from the first part of the cited theorem, characterizing the relevant all-pass realizations through the discrete-time Lyapunov equation. The source indicates that the converse implication may be non-trivial; no resolution is supplied here.

References

Primary source

Augusto Ferrante and Giorgio Picci, “Representation and Factorization of Discrete-Time Rational All-Pass Functions”, arXiv:1509.05868 (2015).

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