2019/03/13 by Yufang Cui, Anders Lindquist, Cui, Yufang +1
Mathematics · #FOS: Mathematics #Optimization and Control (math.OC) #math.OC
paper · pdf · doi:10.48550/arxiv.1903.05418
arxiv created 2019/03/13 · arxiv updated 2019/03/14
Analytic interpolation problems with rationality and derivative constraints occur in many applications in systems and control. In this paper we present a new method for the multivariable case, which generalizes our previous results on the scalar case. This turns out to be quite nontrivial, as it poses many new problems. A basic step in the procedure is to solve a Riccati type matrix equation. To this end, an algorithm based on homotopy continuation is provided.