Multivariable analytic interpolation with complexity constraints: A modified Riccati approach
Optimization and Control
2019-03-14 v1
Abstract
Analytic interpolation problems with rationality and derivative constraints occur in many applications in systems and control. In this paper we present a new method for the multivariable case, which generalizes our previous results on the scalar case. This turns out to be quite nontrivial, as it poses many new problems. A basic step in the procedure is to solve a Riccati type matrix equation. To this end, an algorithm based on homotopy continuation is provided.
Cite
@article{arxiv.1903.05418,
title = {Multivariable analytic interpolation with complexity constraints: A modified Riccati approach},
author = {Yufang Cui and Anders Lindquist},
journal= {arXiv preprint arXiv:1903.05418},
year = {2019}
}