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H square

In mathematics and control theory, H<sup>2</sup>, or H-square is a Hardy space with square norm. It is a subspace of L<sup>2</sup> space, and is thus a Hilbert space. In particular, it is a reproducing kernel Hilbert space.

On the unit circle

In general, elements of L<sup>2</sup> on the unit circle are given by

whereas elements of H<sup>2</sup> are given by

The projection from L<sup>2</sup> to H<sup>2</sup> (by setting a<sub>n</sub>&nbsp;=&nbsp;0 when n&nbsp;<&nbsp;0) is orthogonal.

On the half-plane

The Laplace transform given by

can be understood as a linear operator

where is the set of square-integrable functions on the positive real number line, and is the right half of the complex plane. It is more; it is an isomorphism, in that it is invertible, and it isometric, in that it satisfies

The Laplace transform is "half" of a Fourier transform; from the decomposition

one then obtains an orthogonal decomposition of into two Hardy spaces

This is essentially the Paley-Wiener theorem.

See also

References

  • Jonathan R. Partington, "Linear Operators and Linear Systems, An Analytical Approach to Control Theory", London Mathematical Society Student Texts 60, (2004) Cambridge University Press, .