Optimization and Systems Theory Seminar
Friday, September 15, 2000, 11.00-12.00, Room 3721, Lindstedtsvägen 25

Professor György Michaletzky
Deptartment of Probability Theory and Statistics
Eötvös Loránd University
Budapest, Hungary
E-mail: michgy@ludens.elte.hu

On the reduced rank Nevanlinna-Pick interpolation problem

In this talk we consider the Nevanlinna-Pick interpolation problem but instead of contractive, analytic functions so-called positive real functions will be studied. There are several equivalent formulations of this problem, e.g. in terms of zero structure, covariant extension.

Using the linear fractional parameterization of all solutions of the interpolation problem formulated on the right half-plane the input functions providing solutions with McMillan-degree less than the number of interpolation nodes will be characterized.

Using the covariance extension formulation we show that the interpolation problem formulated on the unit disc can be transformed into an orthogonality condition directly leading to a characterization of all solutions. State-space forms of the generalized Kimura-Georgiou-parameterization will be provided, as well.

Calendar of seminars
Last update: September 11, 2000 by Anders Forsgren, anders.forsgren@math.kth.se.