A generalized entropy criterion for Nevanlinna-Pick interpolation with degree constraint

@article{Byrnes2001AGE,
  title={A generalized entropy criterion for Nevanlinna-Pick interpolation with degree constraint},
  author={Christopher I. Byrnes and Tryphon T. Georgiou and Anders Lindquist},
  journal={IEEE Trans. Autom. Control.},
  year={2001},
  volume={46},
  pages={822-839}
}
We present a generalized entropy criterion for solving the rational Nevanlinna-Pick problem for n+1 interpolating conditions and the degree of interpolants bounded by n. The primal problem of maximizing this entropy gain has a very well-behaved dual problem. This dual is a convex optimization problem in a finite-dimensional space and gives rise to an algorithm for finding all interpolants which are positive real and rational of degree at most n. The criterion requires a selection of a monic… 

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