Optimization-based computation of analytic interpolants of bounded complexity |
| |
Authors: | Anders Blomqvist Ryozo Nagamune |
| |
Affiliation: | aDivision of Optimization and Systems Theory, Royal Institute of Technology, SE-100 44 Stockholm, Sweden;bDepartment of Mechanical Engineering, University of California, Berkeley, Berkeley, CA 94720, USA |
| |
Abstract: | This paper provides a unifying algorithm for computing any analytic interpolant of bounded complexity. Such computation can be performed by solving an optimization problem, due to a theorem by Georgiou and Lindquist. This optimization problem is numerically solvable by a continuation method. The proposed numerical algorithm is useful, among other cases, for designing a low-degree controller for a benchmark problem in robust control. The algorithm unifies previously developed algorithms for the Carathéodory extension and the Nevanlinna–Pick interpolation to one for more general interpolation problems. |
| |
Keywords: | Nevanlinna– Pick interpolation Carathé odory function Bounded complexity Optimization Kullback– Leibler divergence |
本文献已被 ScienceDirect 等数据库收录! |
|