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For a given partial covariance sequence (C 0 ,C 1 ,. .. ,C n) and for each MA part of the ARMA modeling filter of degree n, an AR part of the ARMA modeling filter of degree n for the solution to the rational covariance extension problem is obtained by solving a nonlinear equation, which is homotopic to a nonlinear equation determining the maximum entropy AR… (More)

The state-space realization of the multivariable rational interpolant with bounded McMillan degree is given by the block discrete-time Schwarz form. A characterization of the positive realness of the block discrete-time Schwarz form is given by a linear matrix inequality.

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