The Nevanlinna-Pick interpolation problem with multiple points for bounded real matrices -- the nonsingular case
The Nevanlinna-Pick interpolation problem for matrix-valued functions as is treated here is the following. Given \(\ell\) distinct points \(p_k\) in the open right-half plane and a sequence of matrices, \(S^i_k\), \(i=0, \dots, n_k\), \(k=1, \dots, \ell\), find a matrix-valued function \(S(s)\) which is analytic in the right-half plane, such that \(I-S(s)^*S(s)\geq 0\) for \(\text{Re} s>0\), and \({d^i\over ds^i} S(s)|_{s=p_i} =S^i_k\). In this paper it is shown that if this interpolation problem has a solution, then a (Nevanlinna-Pick) matrix must be non-negative. If this matrix is positive definite, and all \(n_k\) are the same, then a construction algorithm for the \(S\) is given. The proof is based on earlier work by M. S. Piekarski, and the author, see [Int. J. Circuit Theory Appl. 21, No. 6, 513-538 (1993; Zbl 0796.30032].
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