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• W3092875249 abstract "Analytic interpolation problems with rationality and derivative constraints are ubiquitous in systems and control. This paper provides a new method for such problems, both in the scalar and matrix case, based on a non-standard Riccati-type equation. The rank of the solution matrix is the same as the degree of the interpolant, thus providing a natural approach to model reduction. A homotopy continuation method is presented and applied to some problems in modeling and robust control. We also address a question on the positive degree of a covariance sequence originally posed by Kalman." @default.
• W3092875249 created "2020-10-22" @default.
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• W3092875249 date "2020-10-14" @default.
• W3092875249 modified "2023-10-17" @default.
• W3092875249 title "The Covariance Extension Equation: A Riccati-type Approach to Analytic Interpolation" @default.
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• W3092875249 doi "https://doi.org/10.48550/arxiv.2010.07081" @default.
• W3092875249 hasPublicationYear "2020" @default.
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