Using covariance extension equation to solve the Nevanlinna-Pick interpolation with degree constraint
Numerical Analysis
2024-05-27 v1 Numerical Analysis
Optimization and Control
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
Keywords
Cite
@article{arxiv.2405.15533,
title = {Using covariance extension equation to solve the Nevanlinna-Pick interpolation with degree constraint},
author = {Cui Yufang},
journal= {arXiv preprint arXiv:2405.15533},
year = {2024}
}