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In this monograph, we combine operator techniques with state space methods to solve factorization, spectral estimation, and interpolation problems arising in control and signal processing. We present both the theory and algorithms with some Matlab code to solve these problems. A classical approach to spectral factorization problems in control theory is based on Riccati equations arising in linear quadratic control theory and Kalman ?ltering. One advantage of this approach is that it readily leads to algorithms in the non-degenerate case. On the other hand, this approach does not easily...

This monograph combines the commutant lifting theorem for operator theory and the state space method from system theory to provide a unified approach for solving both stationary and nonstationary interpolation problems with norm constraints. Included are the operator-valued versions of tangential Nevanlinna-Pick problem, the Hermite-Fejer problem, the Nehari problem, the Sarason problem, and the two-sided Nudelman problem, adn their nonstationary analogues. The main results concern the existance of solutions, the explicit construction of the central solutions in state space form, the maximum...

Classical H interpolation theory was conceived at the beginning of the century by C. Caratheodory, L. Fejer and I. Schur. The basic method, due to Schur, in solving these problems consists in applying the Mobius transform to peel off the data. In 1967, D. Sarason encompassed these classical interpolation problems in a representation theorem of operators commuting with special contractions. Shortly after that, in 1968, B. Sz.- Nagy and C. Foias obtained a purely geometrical extension of Sarason's results. Actually, their result states that operators intertwining restrictions of co-isometries...