Baratchart, Laurent (INRIA)

Constrained Analytic Approximation of Mixed Type on Subsets of the Circle

Scheduled for presentation during the Regular Session "Linear System Identification III" (WeA09), Wednesday, July 26, 2006, 10:25−10:50, Room J

17th International Symposium on Mathematical Theory of Networks and Systems, July 24-28, 2006, Kyoto, Japan

This information is tentative and subject to change. Compiled on April 26, 2024

Abstract

The paper deals with the problem of approximating a function in the mean-square sense on a subset of the circle by a Hardy function meeting some pointwise constraints on the complementary set. Such problem arise in frequency identification of transfer-functions of passive devices or of devices with prescribed roll-off. We characterize the solution via Hardy space techniques and provide implicit formulas to compute it through a functional Lagrange parameter. Two algorithmic approaches are presented, one relying on a min-max principle and another based on a finite dimensional polynomial approximation to the problem.