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Tytuł artykułu

Analytic Interpolation and the Degree Constraint

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EN
Abstrakty
EN
Analytic interpolation problems arise quite naturally in a variety of engineering applications. This is due to the fact that analyticity of a (transfer) function relates to the stability of a corresponding dynamical system, while positive realness and contractiveness relate to passivity. On the other hand, the degree of an interpolant relates to the dimension of the pertinent system, and this motivates our interest in constraining the degree of interpolants. The purpose of the present paper is to make an overview of recent developments on the subject as well as to highlight an application of the theory.
Twórcy
  • Department of Electrical and Computer Engineering University of Minnesota, 200 Union Street S.E. Minneapolis, MN 55455, USA, georgiou@ece.umn.edu
Bibliografia
  • [1] Akhiezer N.I. (1965): The Classical Moment Problem, Hafner Publishing, Translation 1965, New York: Oliver and Boyd.
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  • [3] Byrnes C.I., Georgiou T.T. and Lindquist A. (2000a): A generalized entropy criterion for Nevanlinna-Pick interpolation with degree constraint. - IEEE Trans. Automat. Contr., (to appear).
  • [4] Byrnes C.I., Georgiou T.T. and Lindquist A. (2000b): A new approach to spectral estimation: A tunable high-resolution spectral estimator. - IEEE Trans. Signal Process., Vol. 48, No. 11, pp. 3189-3206.
  • [5] Byrnes C.I., Georgiou T.T. and Lindquist A. (2000c): Generalized interpolation in H∞: Solutions of bounded complexity. - (in preparation).
  • [6] Byrnes C.I., Gusev S.V. and Lindquist A. (1999): A convex optimization approach to the rational covariance extension problem. - SIAM J. Contr. Optim., Vol. 37, pp. 211-229.
  • [7] Byrnes C.I., Landau H.J. and Lindquist A. (1997): On the well-posedness of the rational covariance extension problem, In: Current and Future Directions in Applied Mathematics, (M. Alber, B. Hu, J. Rosenthal, Eds.). - Boston: Birkhäuser, pp. 83-106.
  • [8] Byrnes C.I., Lindquist A., Gusev S.V. and Matveev A.S. (1995): A complete parametrization of all positive rational extensions of a covariance sequence. - IEEE Trans. Automat. Contr., Vol. AC-40, No. 11, pp. 1841-1857.
  • [9] Delsarte Ph., Genin Y. and Kamp Y. (1981): On the role of the Nevanlinna-Pick problem in circuits and system theory. - Circuit Theory Applics., Vol. 9, No. 1, pp. 177-187.
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  • [14] Georgiou T.T. (1987b): A topological approach to Nevanlinna-Pick interpolation. - SIAM J. Math. Anal., Vol. 18, No. 5, pp. 1248-1260.
  • [15] Georgiou T.T. (1999): The interpolation problem with a degree constraint. - IEEE Trans. Automat. Contr., Vol. 44, No. 3, pp. 631-635.
  • [16] Georgiou T.T. (2000a): Signal estimation via selective harmonic amplification: MUSIC, Redux. - IEEE Trans. Signal Process., Vol. 48, No. 3, pp. 780-790.
  • [17] Georgiou T.T. (2000b): Subspace analysis of state covariances. - Proc. IEEE Int. Conf. Acoustics, Speech and Signal Processing, Istanbul, June 2000 (CD-ROM).
  • [18] Georgiou T.T. (2001): Spectral estimation via selective harmonic amplification. - IEEE Trans. Automat. Contr., Vol. 46, No. 1, pp. 29-42.
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Uwagi
EN
This research was supported in part by the NSF and AFOSR.
Typ dokumentu
Bibliografia
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bwmeta1.element.baztech-article-BPZ1-0012-0012
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