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Optimization-based computation of analytic interpolants of bounded complexity
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
2005 (English)In: Systems & control letters (Print), ISSN 0167-6911, E-ISSN 1872-7956, Vol. 54, no 9, 855-864 p.Article in journal (Refereed) Published
Abstract [en]

This paper provides a unifying algorithm for computing any analytic interpolant of bounded complexity. Such computation can be performed by solving an optimization problem, due to a theorem by Georgiou and Lindquist. This optimization problem is numerically solvable by a continuation method. The proposed numerical algorithm is useful, among other cases, for designing a low-degree controller for a benchmark problem in robust control. The algorithm unifies previously developed 19 algorithms for the Caratheodory extension and the Nevanlinna-Pick interpolation to one for more general interpolation problems.

Place, publisher, year, edition, pages
2005. Vol. 54, no 9, 855-864 p.
Keyword [en]
Nevanlinna-Pick interpolation, Caratheodory function, bounded complexity, optimization, Kullback-Leibler divergence
National Category
Signal Processing
URN: urn:nbn:se:kth:diva-37730DOI: 10.1016/j.sysconle.2005.01.003ISI: 000230733200003ScopusID: 2-s2.0-18444386400OAI: diva2:435030
Available from: 2011-08-17 Created: 2011-08-17 Last updated: 2011-08-17Bibliographically approved

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Blomqvist, Anders
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