SPECTRAL FACTORIZATION AND NEVANLINNA-PICK INTERPOLATION.

Tryphon T. Georgiou; Pramod P. Khargonekar

doi:10.1137/0325043

SPECTRAL FACTORIZATION AND NEVANLINNA-PICK INTERPOLATION.

Tryphon T. Georgiou
, Pramod P. Khargonekar

Research output: Contribution to journal › Article › peer-review

13 Scopus citations

Abstract

We develop a spectral factorization algorithm based on linear fractional transformations and on the Nevanlinna-Pick interpolation theory. The algorithm is recursive and depends on a choice of points (z//k, k equals 1,2,. . . ) inside the unit disk. Under a mild condition on the distribution of the z//k's, the convergence of the algorithm is established. The algorithm is flexible and convergence can be influenced by the selection of z//k's.

Original language	English (US)
Pages (from-to)	754-766
Number of pages	13
Journal	SIAM Journal on Control and Optimization
Volume	25
Issue number	3
DOIs	https://doi.org/10.1137/0325043
State	Published - 1987
Externally published	Yes

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title = "SPECTRAL FACTORIZATION AND NEVANLINNA-PICK INTERPOLATION.",

abstract = "We develop a spectral factorization algorithm based on linear fractional transformations and on the Nevanlinna-Pick interpolation theory. The algorithm is recursive and depends on a choice of points (z//k, k equals 1,2,. . . ) inside the unit disk. Under a mild condition on the distribution of the z//k's, the convergence of the algorithm is established. The algorithm is flexible and convergence can be influenced by the selection of z//k's.",

author = "Georgiou, \{Tryphon T.\} and Khargonekar, \{Pramod P.\}",

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AU - Georgiou, Tryphon T.

AU - Khargonekar, Pramod P.

PY - 1987

Y1 - 1987

N2 - We develop a spectral factorization algorithm based on linear fractional transformations and on the Nevanlinna-Pick interpolation theory. The algorithm is recursive and depends on a choice of points (z//k, k equals 1,2,. . . ) inside the unit disk. Under a mild condition on the distribution of the z//k's, the convergence of the algorithm is established. The algorithm is flexible and convergence can be influenced by the selection of z//k's.

AB - We develop a spectral factorization algorithm based on linear fractional transformations and on the Nevanlinna-Pick interpolation theory. The algorithm is recursive and depends on a choice of points (z//k, k equals 1,2,. . . ) inside the unit disk. Under a mild condition on the distribution of the z//k's, the convergence of the algorithm is established. The algorithm is flexible and convergence can be influenced by the selection of z//k's.

UR - https://www.scopus.com/pages/publications/0023348192

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U2 - 10.1137/0325043

DO - 10.1137/0325043

M3 - Article

AN - SCOPUS:0023348192

SN - 0363-0129

VL - 25

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EP - 766

JO - SIAM Journal on Control and Optimization

JF - SIAM Journal on Control and Optimization

IS - 3

ER -

SPECTRAL FACTORIZATION AND NEVANLINNA-PICK INTERPOLATION.

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