Metric Constrained Interpolation, Commutant Lifting and Systems
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Metric Constrained Interpolation, Commutant Lifting and Systems

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A Interpolation And Time-Invariant Systems.- I. Interpolation Problems For Operator-Valued Functions.- 1.1. Preliminaries About Notation And Terminology.- 1.2. Nevanlinna-Pick Interpolation.- 1.3. Tangential Nevanlinna-Pick Interpolation.- 1.4. Controllability Operators And Interpolation.- 1.5. Tangential Hermite-Fejer Interpolation.- 1.6. The Nehari Extension Problem.- 1.7. Sarason Interpolation.- 1.8. Nevanlinna-Pick Interpolation Viewed As A Sarason Problem.- 1.9. Two-Sided Nudelman Interpolation.- 1.10. The Two-Sided Sarason Problem.- 1.11. A Filtering Problem.- Notes To Chapter I.- II. Proofs Using The Commutant Lifting Theorem.- II.1. The Commutant Lifting Theorem.- II.2. Proof Of The Standard Left Nevanlinna-Pick Interpolation Theorem.- II.3. Proof Of The Nehari Extension Theorem.- II.4. Proof of the Sarason Theorem.- II.5. Proof of the Two-Sided Nudelman Theorem.- II.6. Proof of the Two-Sided Sarason Theorem.- Notes to Chapter II.- III. Time Invariant Systems.- III.1. State Space Analysis.- III.2. Controllability and Observability.- III.3. Point Evaluation.- III.4. Realization Theory.- III.5. Anticausal Realizations.- III.6. Computing the Hankel form.- III.7. Computing the Projection in the Sarason Problem.- III.8. Explicit Conversion Formulas.- III.9. Connecting Nudelman and Two-Sided Sarason Problems.- III.10. Isometric and Unitary Systems.- Notes to Chapter III.- IV. Central Commutant Lifting.- IV. 1. Minimal Isometric Liftings.- IV.2. The Central Intertwining Lifting.- IV.3. Central Intertwining Lifting Formulas.- IV.4. Central Intertwining Lifting Quotient Formulas.- IV.5. The Central Schur Solution.- IV.6. The Quasi Outer Factor for D2/By.- IV.7. Maximum Entropy.- IV.8. Some Mixed Bounds for the Central Intertwining Lifting.- IV.9. A Mixed Two-Sided Sarason Result.- Notes To Chapter IV.- V. Central State Space Solutions.- V.1. The Central Formula For Nevanlinna-Pick.- V.2. Central Nevanlinna-Pick Solutions.- V.3. The Central Hermite-Fejer Solution.- V.4. The Central Formula For The Sarason Problem.- V.5. Central Nehari Solutions.- V.6. Central Nudelman Solutions.- V.7. The Central Two Block Solution.- V.8. The Four Block Problem.- Notes To Chapter V.- VI. Parameterization Of Intertwining Liftings And Its Applications.- VI.1. The Möbius Transformation.- VI.2. The Schur Parameterization.- VI.3. Recovering The Schur Contraction..- VI. 4. Constructing The Schur Contraction.- VI.5. The Redheffer Scattering Parameterization.- VI.6. The Parameterization for A ?.- VI.7. The Nevalinna-Pick Parameterization.- VI.8. The Nehari Parameterization.- VI.9. The Two Block Parameterization.- Notes To Chapter VI.- VII. Applications to Control Systems.- VII. 1. Feedback Control.- VII.2. The Youla Parameterization.- VII.3. Mixed H? and H2 Control Problems.- VII.4. A Two Block Control Problem.- VII.5. The Multivariable Case.- Notes To Chapter VII.- B Nonstationary Interpolation and Time-Varying Systems.- VIII. Nonstationary Interpolation Theorems.- VIII.1. Nonstationary Nevanlinna-Pick Interpolation.- VIII.2. Nonstationary Tangential Nevanlinna-Pick Interpolation.- VIII.3. Nonstationary Tangential Hermite-Fejer Interpolation.- VIII.4. Nonstationary Nehari Interpolation.- VIII.5. Nonstationary Sarason Interpolation.- VIII.6. Nonstationary Nudelman Interpolation.- VIII.7. Nonstationary Two-Sided Sarason Interpolation.- Notes to Chapter VIII.- IX. Nonstationary Systems and Point Evaluation.- IX.1. Time Varying Systems.- IX.2. Nonstationary Controllability and Observability.- IX.3. Point Evaluation.- IX.4. From Nonstationary Systems to Stationary Systems.- IX.5. A Nonstationary Filtering Problem.- Notes to Chapter IX.- X. Reduction Techniques: From Nonstationary to Stationary and Vice Versa.- X.1. Spatial Features.- X.2. Operator Features.- Notes to Chapter X.- XI. Proofs of the Nonstationary Interpolation Theorems by Reduction to the Stationary Case.- XI.1. The Standard Nonstationary Nevanlinna-Pick Interpolation Theorem.- XI.2. The N
This book presents a unified approach for solving both stationary and nonstationary interpolation problems, in finite or infinite dimensions, based on the commutant lifting theorem from operator theory and the state space method from mathematical system theory. Initially the authors planned a number of papers treating nonstationary interpolation problems of Nevanlinna-Pick and Nehari type by reducing these nonstationary problems to stationary ones for operator-valued functions with operator arguments and using classical commutant lifting techniques. This reduction method required us to review and further develop the classical results for the stationary problems in this more general framework. Here the system theory turned out to be very useful for setting up the problems and for providing natural state space formulas for describing the solutions. In this way our work involved us in a much wider program than original planned. The final results of our efforts are presented here. The financial support in 1994 from the "NWO-stimulansprogramma" for the Thomas Stieltjes Institute for Mathematics in the Netherlands enabled us to start the research which lead to the present book. We also gratefully acknowledge the support from our home institutions: Indiana University at Bloomington, Purdue University at West Lafayette, Tel-Aviv University, and the Vrije Universiteit at Amsterdam. We warmly thank Dr. A.L. Sakhnovich for his carefully reading of a large part of the manuscript. Finally, Sharon Wise prepared very efficiently and with great care the troff file of this manuscript; we are grateful for her excellent typing.