Skip to main content
Log in

On multivariable proper rational interpolation using coprime factors

  • Original Article
  • Published:
Mathematics of Control, Signals, and Systems Aims and scope Submit manuscript

Abstract

We analyse and construct the matrix-valued proper rational solutions of the tangential interpolation problem. We show how the coprime polynomial factorization of the solutions is tightly connected to the controllability indices of a pair \(({\mathscr {A}},[U,V])\) associated with the interpolation data and that coprimeness of these factorizations is guaranteed by a simple condition on the eigenvectors of \({\mathscr {A}}\).

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Antoulas AC, Ball JA, Kang J, Willems JC (1990) On the solution of the minimal rational interpolation problem. Linear Algebra Appl 137(138):511–573

    Article  MathSciNet  MATH  Google Scholar 

  2. Antoulas AC, Beattie CA, Gugercin S (2010) Interpolatory model reduction of large-scale dynamical systems. In: Grigoriadis K, Mohammadpour J (eds) Efficient modelling and control of large-scale systems. Springer, Berlin

    Google Scholar 

  3. Baratchart L, Cardelli M, Olivi M (1991) Identification and rational \(\ell_2\) approximation: a gradient algorithm. Automatica 27:413–418. https://doi.org/10.1137/060666123

    Article  MathSciNet  MATH  Google Scholar 

  4. Ball JA, Gohberg I, Rodman L (1988) Realization and interpolation of rational matrix functions. Oper Theory Adv Appl 33:1–72

    Article  MathSciNet  MATH  Google Scholar 

  5. Byrnes CI, Georgiou TT, Lindquist A (2001) A generalized entropy criterion for Nevanlinna-Pick interpolation with degree constraint. IEEE Trans Autom Control AC–46:822–839

    Article  MathSciNet  MATH  Google Scholar 

  6. Dym H (1989) J-contractive matrix functions, reproducing kernel hilbert spaces and interpolation. In: CBMS regional conference series in mathematics, No. 71. American Mathematical Society, Providence

  7. Ferrante A, Pavon M (2006) On the Georgiou–Lindquist approach to constrained Kullback–Leibler approximation of spectral densities. IEEE Trans Autom Control 51(4):639

    Article  MathSciNet  MATH  Google Scholar 

  8. Ferrante A, Pavon M, Zorzi M (2012) A maximum entropy enhancement for a family of high-resolution spectral estimators. IEEE Trans Autom Control 57(2):318–329

    Article  MathSciNet  MATH  Google Scholar 

  9. Forni M, Hallin M, Lippi M, Reichlin L (2000) The generalized dynamic-factor model: identification and estimation. Rev Econ Stat 82(4):540–554

    Article  MATH  Google Scholar 

  10. Fuhrmann PA (2010) On tangential matrix interpolation. Linear Algebra Appl 433:2018–2059

    Article  MathSciNet  MATH  Google Scholar 

  11. Gallivan K, Vandendorpe A, Van Dooren P (2004) Model reduction of MIMO systems via tangential interpolation. SIAM J Matrix Anal Appl 26:328–349

    Article  MathSciNet  MATH  Google Scholar 

  12. Gallivan K, Vandendorpe A, Van Dooren P (2004) Sylvester equations and projection-based model reduction. J Comput Appl Math 162:213–229

    Article  MathSciNet  MATH  Google Scholar 

  13. Georgiou T (1983) Partial realization of covariance sequences. Ph.D. Thesis. http://www.ece.umn.edu/ georgiou/papers/dissertation.pdf

  14. Gombani A, Gy Michaletzky (2007) On interpolation and the Kimura–Georgiou parametrization. In: Chiuso A, Pinzoni S, Ferrante A (eds) Modeling, estimation and control, Festschrift in Honor of Giorgio Picci on the Occasion of his Sixty-Fifth Birthday. Springer Lecture Notes in Control and Information Sciences, vol 364. Springer, Berlin, pp 171–182

    Google Scholar 

  15. Gombani A, Michaletzky Gy. A general approach to multivariable recursive interpolation (submitted)

  16. Gombani A, Michaletzky Gy. On scalar recursive interpolation, partial realization and related problems (submitted)

  17. Gragg WB, Lindquist A (1983) On the partial realization problem. Linear Systems and Control (Special Issue). Linear Algebra Appl 50:277–319

    Article  MathSciNet  MATH  Google Scholar 

  18. Gombani A (1989) Consistent approximations of linear stochastic models. SIAM J Control Optim 27(1):83–107

    Article  MathSciNet  MATH  Google Scholar 

  19. Gugercin S, Antoulas AC, Beattie C (2008) \({\cal{H}}_2\) model reduction for large-scale linear dynamical systems. SIAM J Matrix Anal Appl 30–2:609–638

    Article  MATH  Google Scholar 

  20. Gugercin S, Antoulas AC, Beattie C ( 2006) A rational Krylov iteration for optimal \({\cal{H}}_2\) model reduction. In: Proceedings of MTNS, vol 2006

  21. Gutknecht MH, Schmelzer T (2009) The block grade of a block Krylov space. Linear Algebra Appl 430(1):174–185

    Article  MathSciNet  MATH  Google Scholar 

  22. Hannan EJ, Deistler M (1988) The statistical theory of linear systems. Wiley, New York

    MATH  Google Scholar 

  23. Ho BL, Kalman RE (1966) Effective construction of linear state-variable models from input/output functions. Regelungstechnik 14:545–548

    MATH  Google Scholar 

  24. Heuberger PSC, de Hoog TJ, Van den Hof PMJ, Wahlberg B (2003) Orthonormal basis functions in time and frequency domain: Hambo transform theory. SIAM J Control Optim 42(4):1347–1373

    Article  MathSciNet  MATH  Google Scholar 

  25. Kailath T (1980) Linear systems. Prentice-Hall, Upper Saddle River

    MATH  Google Scholar 

  26. Kalman RE, Falb PL, Arbib MA (1969) Topics in mathematical systems theory. McGraw-Hill, New York

    MATH  Google Scholar 

  27. Kimura H (1986) Positive partial realization of covariance sequences. In: Byrnes CI, Lindquist A (eds) Modelling identification and Robust control. Elsevier Science, New York, pp 499–513

    Google Scholar 

  28. Ljung L (1999) System identification: theory for the user. PTR Prentice Hall Information and System Sciences Series. PTR Prentice Hall, Upper Saddle River

    Book  Google Scholar 

  29. Mayo AJ, Antoulas AC (2007) A framework for the solution of the generalized realization problem. Linear Algebra Appl 425(2):634–662

    Article  MathSciNet  MATH  Google Scholar 

  30. Meijering E (2002) A chronology of interpolation. Proc IEEE 90:319–342

    Article  Google Scholar 

  31. Michaletzky Gy, Gombani A (2012) On the “redundant” null-pairs of functions connected by a general Linear Fractional Transformation. MCSS 24(4):443–475

    MathSciNet  MATH  Google Scholar 

  32. Marmorat JP, Olivi M (2007) Nudelman interpolation, parametrizations of lossless functions and balanced realizations. Automatica 43(8):1329–1338

    Article  MathSciNet  MATH  Google Scholar 

  33. Rissanen J (1971) Recursive identification of linear systems. SIAM J Control 9(3):420–430

    Article  MathSciNet  MATH  Google Scholar 

  34. Rosenbrock HH (1970) State-space and multivariable theory. Wiley, New York

    MATH  Google Scholar 

  35. Van Overschee P, De Moor BL (2012) Subspace identification for linear systems: theory-implementation-applications. Springer, Berlin

    MATH  Google Scholar 

Download references

Acknowledgements

The research was partially supported by a Bilateral Research Project agreement between CNR and MTA for the triennium 2010–2012.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Gy. Michaletzky.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Michaletzky, G., Gombani, A. On multivariable proper rational interpolation using coprime factors. Math. Control Signals Syst. 30, 8 (2018). https://doi.org/10.1007/s00498-018-0215-3

Download citation

  • Received:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s00498-018-0215-3

Keywords

Mathematics Subject Classification

Navigation