A : !1 → !

2 , the adjoint of A , denoted A *, is an operator Setting (7) equal to (8) gives

from ! 2 to !1 that satisfies
T
A *y = ∫
T
e A τ C T y( τ ) dτ.
τ =0 (9)
Ax, y !2
= x, A *y !1
(4)
Example 16 (Zero-State Differential Equations): Let A be
for all x ∈!1 and all y ∈! 2 . the linear operator associated with the zero-state differential
Example 13 (Matrices): Let A ∈ " m×n be a complex matrix. equation in Example 11; then the adjoint of A is defined by
The adjoint of A is found by applying the definition in (4):
Ax, y #p
= x, A *y L 2 [ 0 ,T ]
,
Ax , y " m = y H Ax = x , A * y " n = ( A * y )H x ,
where
which must hold for all x ∈ " n and y ∈ " m. From this equa-
= ⎛⎜ ∫ x T ( τ )B T e A (T − τ )C T dτ ⎞⎟ y
T T
tion, we see that Ax, y #p ⎝ 0 ⎠
T
= ∫ x T ( τ )( B T e A (T −τ )C T y ) dτ
T

A * y = ( y H A) H = A H y ⇒ A * = A H . 0 (10)

Example 14 (Convolution): The adjoint of the convolution and

operator defined in Example 9 is defined by
T
x, A *y = ∫ x T ( τ )A *[y]( τ ) dτ.
L 2 [ 0 ,T ] 0 (11)
A [x], y L 2 ( 0 ,T )
= x , A *[y] L 2 ( 0 ,T )
,
Setting (10) equal to (11) gives
where
T
(T −τ ) T
A *[y]( t ) = B T e A C y. (12)
T t
A [x], y L 2 ( 0 ,T )
=∫ ∫ x ( τ ) h( t − τ ) dτy( t ) dt
t=0 τ =0
T T Example 17 (Fourier Transform): Let A be the Fourier
=∫ x (τ )∫ h( t −τ )y( t ) dt dτ transform operator defined in Example 12; then the adjoint
τ =0 t=τ (5)
of A is defined by
and
A [x]( jω), Y ( jω) L 2 [ −∞ , ∞ ]
= x ( t ), A *[Y ]( t ) L 2 [ −∞ , ∞ ]
,
T
x , A *[y] = ∫ x ( τ ) A* [y]( τ )dτ.
τ =0 (6) where

By equating (5) and (6), we get that 1 ∞ ⎛ ∞

A [[x], Y L 2 [ −∞ , ∞ ]
= ∫ ⎜ ∫ x ( t )e − jωt dt ⎞⎟⎠ Y ( jω) dω
2π ω =−∞ ⎝ t =−∞
T
A *[y]( t ) = ∫ 1 ∞
∫ x ( t ) ⎛⎜⎝ ∫ω=−∞ e jωtY ( jω) dω⎞⎟⎠ dt
∞
h(σ − t )y( σ) dσ. =
σ= t
2π t =−∞ (13)
Example 15 (State Transition Matrix): Let A be the state
and
transition map defined in Example 10; then the adjoint of A
is defined by ∞
x ( t ), A *[Y ]( t ) =∫ x ( t )⎛⎜ A * [Y ]( jω) dω⎞⎟ dt .
L 2 ( −∞ , ∞ ) t =−∞ ⎝ ⎠ (14)
Ax, y L 2 [ 0 , t]
= x , A *y ,
#n
Setting (13) equal to (14) gives
where
1 ∞
T
A *[Y ]( t ) = ∫
2π ω =−∞
e jωtY ( jω) dω,
Ax, y L 2 [ 0 ,T ]
=∫ T
y ( τ )Ce x dτ Aτ
τ =0

= ⎛⎜ ∫ yT (τ )Ce Aτ dτ ⎞⎟ x
T
the inverse Fourier transform ofY ( jω).
⎝ τ =0 ⎠
T
⎛
= ⎜∫
T
e C y( τ ) dτ ⎞⎟ x
AT τ T
⎝ τ =0 ⎠ (7) Fundamental Subspaces of a Linear Operator
The importance of the adjoint of a linear operator comes
and from the fundamental relationship between an operator, its
adjoint, and their associated range and null spaces. The
x, A *y = ( A * y )T x . (8) range space of an operator A : !1 → ! 2 is defined as
#n

72 IEEE Control Systems Magazine April 2002