Analytic interpolation and the degree constraint (Q2716511)

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scientific article; zbMATH DE number 1599130
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Analytic interpolation and the degree constraint
scientific article; zbMATH DE number 1599130

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    2 November 2003
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    analytic interpolation
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    degree constraints
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    uniformly optimal control
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    spectral analysis of time-series
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    survey
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    Analytic interpolation and the degree constraint (English)
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    The paper is an overview of the recent progress in solving analytic interpolation problems with the degree constraints imposed on a (rational) interpolant. Certain existence and uniqueness results of the author are presented for the Nevanlinna-Pick and Caratheodory scalar and matricial interpolation problems with degree constraints. Applications to the spectral analysis of time-series using second-order statistics are highlighted.
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