Construction of rational interpolations using Mamquist-Takenaka systems

Abstract

Rational functions have deep system-theoretic significance. They represent the natural way of modeling linear dynamical systems in the frequency (Laplace) domain. Using rational functions, the goal of this paper to compute models that match (interpolate) given data sets of measurements. In this paper, the authors show that using special rational orthonormal systems, the Malmquist-Takenaka systems, it is possible to write the rational interpolant $r_{(n, m)}$, for $n=N-1, m=N$ using only $N$ sampling nodes (instead of $2N$ nodes) if the interpolating nodes are in the complex unit circle or on the upper half-plane. Moreover, the authors prove convergence results related to the rational interpolant. They give an efficient algorithm for the determination of the rational interpolant.

Keywords

• Rational interpolation
• Hardy spaces
• Malmquist-Takenaka systems
• discrete biorthogonality

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