On the Duality between Filtering and Nevanlinna--Pick Interpolation

13 years 4 months ago

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Positive real rational functions play a central role in both deterministic and stochastic linear systems theory, as well as in circuit synthesis, spectral analysis, and speech processing. For this reason, results about positive real transfer functions and their realizations typically have many applications and manifestations. In this paper, we study certain manifolds and submanifolds of positive real transfer functions, describing a fundamental geometric duality between filtering and Nevanlinna

Christopher I. Byrnes, Anders Lindquist

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