Stability-preserving rational approximation subject to interpolation constraints

作者：Karlsson Johan^*; Lindquist Anders

来源：IEEE Transactions on Automatic Control, 2008, 53(7): 1724-1730.

DOI：10.1109/TAC.2008.929384

• interpolation
• model reduction
• quasi-convex optimization
• rational approximation
• stability

A quite comprehensive theory of analytic interpolation with degree constraint, dealing with rational analytic interpolants with an a priori bound, has been developed in recent years. In this paper, we consider the limit case when this bound is removed, and only stable interpolants with a prescribed maximum degree are sought. This leads to weighted H-2 minimization, where the interpolants are parameterized by the weights. The inverse problem of determining the weight given a desired interpolant profile is considered, and a rational approximation procedure based on the theory is proposed. This provides a tool for tuning the solution to specifications. The basic idea could also be applied to the case with bounded analytic interpolants.

• 出版日期2008-8