Kaneko, Osamu (Osaka Univ.), Rapisarda, Paolo (Univ. of Southampton)

The Takagi Interpolation Problem As Time Series Modeling

Scheduled for presentation during the Mini-Symposium "Functional and algebraic methods in behavioral systems and control theory" (WeA12), Wednesday, July 26, 2006, 12:05−12:30, Room 104b

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

In this paper, we consider a generalization of the Nevanlinna interpolation problem in the sense that a rational function interpolating the given data has not only stable but also unstable poles. This problem is referred to as Takagi interpolation problem. Here, we consider this problem in the framework of modeling vector exponential time series with most powerful unfalsified models. We provide a recursive algorithm for the MPUM yielding a rational function interpolating the given data with unstable poles. Finally , in order to show the validity of our result, we give simple examples.