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Generalized entropy criterion for Nevanlinna-Pick interpolation with degree constraint
KTH, Tidigare Institutioner                               , Matematik.ORCID-id: 0000-0002-2681-8383
2001 (engelsk)Inngår i: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 46, nr 6, s. 822-839Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

In this paper, we present a generalized entropy criterion for solving the rational Nevanlinna-Pick problem for n + 1 interpolating conditions and the degree of interpolants bounded by n, The primal problem of maximizing this entropy gain has a very well-behaved dual problem. This dual is a convex optimization problem in a finite-dimensional space and gives rise to an algorithm for finding all interpolants which are positive real and rational of degree at most n, The criterion requires a selection of a monic Schur polynomial of degree n, It follows that this class of monic polynomials completely parameterizes all such rational interpolants, and it therefore provides a set of design parameters for specifying such interpolants. The algorithm is implemented in state-space form and applied to several illustrative problems in systems and control, namely sensitivity minimization, maximal power transfer and spectral estimation.

sted, utgiver, år, opplag, sider
2001. Vol. 46, nr 6, s. 822-839
Emneord [en]
duality, entropy, interpolation, power transmission, robust control, spectral estimation, feedback stabilization, gain factor, uncertainty, realization, infinity, plants
Identifikatorer
URN: urn:nbn:se:kth:diva-20712ISI: 000169288100001OAI: oai:DiVA.org:kth-20712DiVA, id: diva2:339408
Merknad
QC 20100525Tilgjengelig fra: 2010-08-10 Laget: 2010-08-10 Sist oppdatert: 2017-12-12bibliografisk kontrollert

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