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arXiv · 2405.15533

Using covariance extension equation to solve the Nevanlinna-Pick interpolation with degree constraint

Cui Yufang
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Abstract

Nevanlinna-Pick interpolation problem has been widely studied in recent decades, however, the known algorithm is not simplistic and robust enough. This paper provide a new method to solve the Nevanlinna-Pick interpolation problem with degree constraint. It is based on the covariance extension equation proposed by Byrnes and Lindquist. A reformulation of the Nevanlinna-Pick interpolation problem is achieved and then solved by continuation method. This method need not calculate the initial value and a numerical example illustrates robustness and effciency of the proposed procedure

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Cui Yufang. 2024-05-24. Using covariance extension equation to solve the Nevanlinna-Pick interpolation with degree constraint. https://arxiv.org/abs/2405.15533

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