The boundary Carathéodory-Fejér interpolation problem

Moment problems and interpolation problems in the complex plane (30E05) Boundary value problems in the complex plane (30E25) Linear operator methods in interpolation, moment and extension problems (47A57)

Abstract: We give an elementary proof of a solvability criterion for the {em boundary Carath'{e}odory-Fej'{e}r problem}: given a point

x i n R

and, a finite set of target values, to construct a function

f

in the Pick class such that the first few derivatives of

f

take on the prescribed target values at

x

. We also derive a linear fractional parametrization of the set of solutions of the interpolation problem. The proofs are based on a reduction method due to Julia and Nevanlinna.

Review text

Given a point \(x\in\mathbb{R}\), a non-negative integer \(n\) and a system \(a=(a^{-1},a^0,\dots,a^n)\) of complex numbers, the boundary Carathéodory-Fejér interpolation problem (\(\partial CF\mathcal{P}\)) entails finding a function \(f\) in the Pick class \(\mathcal{P}\) (defined as the set of maps which are analytic and have non-negative imaginary part on the upper half-plane) such that \(f\) is analytic in a deleted neighborhood of \(x\) and \[ L_k(f,x)=a^k,\quad k=-1,0,\dots,n, \] where \(L_k(f,x)\) is the \(k\)th Laurent coefficient of \(f\) at \(x\). It is the aim of the paper under review to provide new solvability criteria for this problem. The approach uses only elementary methods making it easily accessible to engineers working in applied areas (such as signal processing) where these problems arise. The proposed criteria involve certain positivity conditions for the associated Hankel matrix \(H_m(a):=[a^{i+j-1}]_{i,j=1}^m\), where \(m\leq\frac{n+1}{2}\) is a positive integer, \(a^{-1}\leq 0\) and \(\text{Im}a^0\geq 0\). More precisely, if \(S(a):=\{k=-1,0,\dots,n:\text{Im}a^k\neq 0\}\neq\emptyset\), then the Problem \(\partial CF\mathcal{P}\) is solvable if and only if \(\rho(a):=\min S(a)\) is even, \(H_m(a)>0\) and \(\text{Im}a^{2m}>0\), where \(m=\frac{1}{2}\rho(a)\). When \(a\in\mathbb{R}^{n+2}\), one can distinguish two different situations. In the first case, when \(n=2m-1\) is odd, the problem \(\partial CF\mathcal{P}\) is solvable if and only if \(H_m(a)\) is either positive definite or southeast-minimally positive (i.e., \(H_m(a)\geq 0\) and, for every \(\epsilon>0\), \(H_m(a)-\text{diag}(0,\dots,0,\epsilon)\) is not positive). In the second case, when \(n=2m\) is even, the Problem \(\partial CF\mathcal{P}\) is solvable if and only if either \(H_m(a)\) is positive definite or both \(H_m(a)\) is southeast-minimally positive and \(a^n=[a^m,a^{m+1},\dots,a^{m+r-1}]H_r(a)^{-1}[a^{m+1},a^{m+2},\dots,a^{m+r}]^{\text{t}}\), where \(r=\text{rank}H_m(a)\). The proofs are based on a reduction procedure due to \textit{G. Julia} [Acta Math. 42(1919-20), 349--355 (1919; JFM 47.0272.01)] and \textit{R. Nevanlinna} [Math. Zeitschr. 13, 1--9 (1922; JFM 48.0322.02)]. A linear fractional parametrization of the set of solutions of the interpolation problem is also given for the situation when the target values \(a^{-1},a^0,\dots,a^n\) are all real.

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