A Subspace-Based Method for Solving Lagrange-Sylvester Interpolation Problems

  • Authors:
  • Hu¨seyin Akc¸ay;Semiha Tu¨rkay

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2007

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Abstract

In this paper, we study the Lagrange-Sylvester interpolation of rational matrix functions which are analytic at infinity, and propose a new interpolation algorithm based on the recent subspace-based identification methods. The proposed algorithm is numerically efficient and delivers a minimal interpolant in state-space form. The solvability condition for the subspace-based algorithm is particularly simple and depends only on the total multiplicity of the interpolation nodes. As an application, we consider subspace-based system identification with interpolation constraints, which arises, for example, in the identification of continuous-time systems with a given relative degree.