Appendix: Positive Matrices

Jan H. van Schuppen*

*Corresponding author for this work

Research output: Chapter in Book/Conference proceedings/Edited volumeChapterScientific

Abstract

This chapter concerns positive matrices which are matrices with elements of the positive real numbers. The motivations for the inclusion of the algebraic structure of positive matrices are the problems (1) of stability of the system of probability measures of the Markov process of a finite stochastic systems and (2) of minimal positive matrix factorization motivated by the stochastic realization problem of an output-finite stochastic system. Using the concepts of similarity, of equivalence, of a prime in the positive matrices, and of an extremal cone, one can investigate a minimal positive matrix factorization. This appendix is to be considered as a reference chapter.

Original languageEnglish
Title of host publicationControl and System Theory of Discrete-Time Stochastic Systems
PublisherSpringer
Pages657-722
Number of pages66
ISBN (Electronic)978-3-030-66952-2
DOIs
Publication statusPublished - 2021

Publication series

NameCommunications and Control Engineering
ISSN (Print)0178-5354
ISSN (Electronic)2197-7119

Keywords

  • Equivalence
  • Positive matrices
  • Similarity
  • Stochastic matrices

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