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A vector space V is said to be complete if all Cauchy se- A [αu1 + βu 2] = αA [u1] + βA [u 2].

quences (i.e., convergent sequences) in V converge to an ele-


ment of V . A Hilbert space is an inner product space that is Hence, A is a linear operator over the reals.
complete. The classic example of an inner product space that Example 10 (State Transition Matrix): The linear differen-
is not complete is the set of continuous functions with the in- tial equation
ner product defined in (2). For example, the Fourier series of a
periodic square wave consists of an infinite sum of continu- x& = Ax
ous functions. Let sn denote the first n terms in this series; y = Cx
then the sequence {sn } is a Cauchy sequence that converges,
in the mean squared sense, to a discontinuous function. with initial condition x (0 ) = x 0 defines a linear operator
Therefore, the set of continuous functions is not a Hilbert from "1 = R n to " 2 = L2 [0 ,T] for ever y 0 < T < ∞ . Let
space; however, the set of finite energy measurable functions A [x 0]( t ) = Ce At x 0 . Then y( t ) = A [x 0] is in L2 [0 ,T], and since
L2 is a Hilbert space. The most com-
monly used Hilbert spaces are !n , Cn ,
l 2 , and L2 . The objective of this article is to
Definition 3: Let V and W be
subspaces of a Hilbert space "; then V
present the essential ideas behind the
is orthogonal to W, written V ⊥ W , if solution to linear operator equations.
for all v ∈ V and all w ∈ W, v , w = 0.
Definition 4: If V is a subspace of a
Hilbert space", then the orthogonal complement of Vin" is A [αx1 + βx 2] = αA [x1] + βA [x 2], A is a linear operator over
the set the reals.
Example 11 (Zero-State Differential Equations): The
V⊥ = {x ∈ " : ∀v ∈ V, x , v = 0}. zero-initial-state linear differential equation

Definition 5: If V and W are orthogonal subspaces of a x& = Ax + Bu


Hilbert space ", then the orthogonal sum of V and W is y = Cx

V ⊕ W = {x ∈ " : x = v + w , v ∈ V, w ∈ W }. with initial state x(0 ) = 0 defines a linear operator from


"1 = L2 [0 ,T] to " 2 = ! p . The solution to this equation at time
The following lemma is proved in [3, p. 118]. T is given by
Lemma 1: Let V be a closed subspace of a Hilbert space
"1 . Then "1 = V ⊕ V⊥ . T
y(T ) = ∫ Ce A (T − τ ) Bu ( τ ) dτ.
0

Operators and Adjoints


Let
This note is limited to linear operators that map one Hilbert
space to another. An operator A : "1 → " 2 is said to be lin- T
ear if for all x1 , x 2 ∈"1 and α , β ∈ S, where S is the field asso- A [u ( t )] = ∫ Ce A (T − τ ) Bu ( τ ) dτ.
0 (3)
ciated with "1 ,
Since A [αu1 ( t ) + βu 2 ( t )] = αA [u1 ( t )] + βA [u 2 ( t )], A is a lin-
A ( αx1 + βx 2 ) = αA x1 + βA x 2 . ear operator over the reals.
Example 12 (Fourier Transform): The Fourier transform
Example 8 (Matrices): Let A ∈ # m×n be a complex matrix.
Then A maps # n to # m and A is a linear operator over the 1 ∞
complex field.
A [x ( t )] = ∫ x ( t )e − jωt dt
2π −∞
Example 9 (Convolution): Convolution is a linear operator
from"1 = L2 (0 ,T )to" 2 = L2 (0 ,T ). Letu ∈ L2 (0 ,T )and define d e f i n e s a l i n e a r o p e r a t o r f ro m "1 = L2 ( −∞ , ∞ ) t o
t
" 2 = L2 ( −∞ , ∞ ) over the complex field.
A [u]( t ) = ∫ u (τ )h( t − τ ) dτ
0
The Hilbert Adjoint Operator
for t ∈[0 ,T]. If y( t ) = A [u]( t ), then y ∈ L2 (0 ,T ) ifu ∈ L2 and h is A fundamental concept in linear algebra and functional anal-
absolutely integrable [4, p. 281]. Clearly, ysis is the Hilbert adjoint operator. Given a linear operator

April 2002 IEEE Control Systems Magazine 71