In this paper, we study Lagrange-Sylvester interpolation of rational matrix functions which are analytic at infinity and propose a new interpolation algorithm based on th...Show More
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Abstract:
In this paper, we study 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. As an application, we consider the problem of system identification with interpolation constraints.
Let us consider a multi-input/multi-output, linear-time invariant, discrete-time system represented by the state-space equations:
\eqalignno{
&x(k+1) = Ax(k)+Bu(k)\cr
&y(k) = Cx(k)+Du(k)
&\hbox{(1)}}