On the Nevanlinna-Pick interpolation problem: analysis of the McMillan degree of the solutions
The classical matrix valued Nevanlinna-Pick interpolation problem for the right half plane (RHP) is considered. In its general form one has to find a \(p\times p\) Schur function \(Q\) such that \((Q(s)U^*-V^*)(sI+{\mathcal A}^*)^{-1}\) is analytic in the RHP, and \(Q(\infty)=D\) for a given matrix \(D\), and given \(n\times p\) matrices \(U\) and \(V\) and \(\mathcal A\) a \(n\times n\) matrix with eigenvalues in the left half plane (LHP). Thus \({\mathcal A},U\) and \(V\) characterize the interpolation points, directions, and values respectively. It is well known that all solutions can be described as a linear fractional transform (LFT) (defined by the \(n\) interpolation conditions) of an arbitrary Schur function \(S\). If \(S\) is rational of degree \(r\), then the solution will also be rational, and generically of degree \(n+r\). In this paper the authors are looking for solutions whose degree is lower than \(n+r\). From the state space realization of the LFT, it is shown that it is always controllable, but not always observable. This freedom is used to obtain solutions of lower degree which are shown to satisfy extra interpolation conditions in points of the LHP. Finally, if the degree of the interpolant is required to be exactly \(n\), then a special state space realization can be obtained and the interpolants can be characterized by special solutions of a matrix Lyapunov equation.
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