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On the Takagi interpolation problem

On the Takagi interpolation problem
On the Takagi interpolation problem
In this paper we approach the interpolation problem of Takagi from the perspective of time-series modeling. The framework of exact identification and the notion of MPUM are used in order to generalize some results on the Nevanlinna interpolation problem. These results are of independent interest and concern the relation between the roots of the determinant of the denominator of an unfalsified model, and the signature of the Pick matrix of the data.
453-470
Kaneko, Osamu
b06e84b6-acad-41ca-9113-91a2be60696c
Rapisarda, Paolo
79efc3b0-a7c6-4ca7-a7f8-de5770a4281b
Kaneko, Osamu
b06e84b6-acad-41ca-9113-91a2be60696c
Rapisarda, Paolo
79efc3b0-a7c6-4ca7-a7f8-de5770a4281b

Kaneko, Osamu and Rapisarda, Paolo (2007) On the Takagi interpolation problem. Linear Algebra and Its Applications, 425 (2-3), 453-470.

Record type: Article

Abstract

In this paper we approach the interpolation problem of Takagi from the perspective of time-series modeling. The framework of exact identification and the notion of MPUM are used in order to generalize some results on the Nevanlinna interpolation problem. These results are of independent interest and concern the relation between the roots of the determinant of the denominator of an unfalsified model, and the signature of the Pick matrix of the data.

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Published date: September 2007
Organisations: Southampton Wireless Group

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Local EPrints ID: 263254
URI: http://eprints.soton.ac.uk/id/eprint/263254
PURE UUID: 9a4e117b-ff30-419a-abb2-f1c05fd0b029

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Date deposited: 18 Dec 2006
Last modified: 26 Oct 2023 21:23

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Contributors

Author: Osamu Kaneko
Author: Paolo Rapisarda

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