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Tangential Nevanlinna-Pick
The Tangential Nevanlinna-Pick arises in multi-input, multi-output (MIMO) control theory, particularly robust and optimal control.
The problem is to try and find a function which is analytic in and satisfies
5
3 em 5 em with 15 em
The System
is a set of matrix valued Nevanlinna functions. The matrix valued function H({\lambda}) analytic on the open upper half plane is a Nevanlinna function if .
The Data
Given: 2
Initial sequence of data points on real axis with ,2
And two sequences of row vectors containing distinct target points with , and with .
The LMI: Tangential Nevanlinna- Pick
Problem (1) has a solution if and only if the following is true:
Nevanlinna-Pick Approach
5 em 2
Lyapunov Approach
N can also be found using the Lyapunov equation:
5 em
where
The tangential Nevanlinna-Pick problem is then solved by confirming that .
Conclusion:
If is positive (semi)-definite, then there exists a norm-bounded analytic function, which satisfies 3 em 5 em with
Implementation
Implementation requires YALMIP and a linear solver such as sedumi. - MATLAB code for Tangential Nevanlinna-Pick Problem.
Related LMIs
Nevalinna-Pick Interpolation with Scaling
External Links
LMI Methods in Optimal and Robust Control - A course on LMIs in Control by Matthew Peet.
LMIs in Systems and Control Theory - A downloadable book on LMIs by Stephen Boyd.
Generalized Interpolation in by Donald Sarason.
Tangential Nevanlinna-Pick Interpolation Problem With Boundary Nodes in the Nevanlinna Class And The Related Moment Problem by Yong Jian Hu and Xiu Ping Zhang.
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