### Optimization and Systems Theory Seminar

Friday, May 28, 1999, 11.00-12.00

** Professor György Michaletzky **

Eötvös Lorand University,

Budapest, Hungary

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Stochastic approach to Nevanlinna-Pick interpolation problem

In this talk we show that the recursive formulae in the
Nevanlinna-Pick interpolation problem formulated for positive real
- possibly matrix valued - functions can be obtained using
a stochastic (geometric) argument, similar to the Levinson-Durbin
algorithm. Based on this observation we characterise all possible
solutions of the interpolation problem.
We also generalise the Kimura-Georghiou parametrization to the
multivariate case and derive a short state-space form of this
parametrization.

Calendar of seminars

*Last update: May 26, 1999 by
Anders Forsgren,
anders.forsgren@math.kth.se.
*