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Generalized interpolation in with a complexity constraint
Authors:Christopher I. Byrnes   Tryphon T. Georgiou   Anders Lindquist   Alexander Megretski
Affiliation:Department of Electrical and Systems Engineering, Washington University, St. Louis, Missouri 63130

Tryphon T. Georgiou ; Department of Electrical Engineering, University of Minnesota, Minneapolis, Minnesota 55455

Anders Lindquist ; Department of Mathematics, Royal Institute of Technology, 100 44 Stockholm, Sweden

Alexander Megretski ; Department of Electrical Engineering, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139-4307

Abstract:In a seminal paper, Sarason generalized some classical interpolation problems for $H^infty$ functions on the unit disc to problems concerning lifting onto $H^2$ of an operator $T$ that is defined on $EuScript{K} =H^2ominusphi H^2$($phi$ is an inner function) and commutes with the (compressed) shift $S$. In particular, he showed that interpolants (i.e., $fin H^infty$ such that $f(S)=T$) having norm equal to $Vert TVert$ exist, and that in certain cases such an $f$ is unique and can be expressed as a fraction $f=b/a$ with $a,binEuScript{K}$. In this paper, we study interpolants that are such fractions of $EuScript{K}$ functions and are bounded in norm by $1$ (assuming that $Vert TVert<1$, in which case they always exist). We parameterize the collection of all such pairs $(a,b)inEuScript{K}timesEuScript{K}$ and show that each interpolant of this type can be determined as the unique minimum of a convex functional. Our motivation stems from the relevance of classical interpolation to circuit theory, systems theory, and signal processing, where $phi$ is typically a finite Blaschke product, and where the quotient representation is a physically meaningful complexity constraint.

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