The Covariance Extension Equation: A Riccati-Type Approach to Analytic Interpolation
نویسندگان
چکیده
Analytic interpolation problems with rationality and derivative constraints are ubiquitous in systems control. This article provides a new method for such problems, both the scalar matrix case, based on nonstandard Riccati-type equation. The rank of solution is same as degree interpolant, thus providing natural approach to model reduction. A homotopy continuation presented applied some modeling robust We also address question positive covariance sequence originally posed by Kalman.
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2022
ISSN: ['0018-9286', '1558-2523', '2334-3303']
DOI: https://doi.org/10.1109/tac.2021.3122367