Generalized moment problems with complexity constraints

Researchers: Anders Lindquist, Anders Blomqvist and Vanna Fanizza in cooperation with C. I. Byrnes (Washington University, St Louis).

Sponsors: The Swedish Research Council (VR) and the Göran Gustafsson Foundation.

In a series of previous papers we derived a universal solution to the generalized moment problem, with a nonclassical complexity constraint, obtained by minimizing a strictly convex nonlinear functional. This generalizes some the results in the project  Rational Nevanlinna-Pick interpolation with degree constraints to the more general setting of generalized moment problems. Moreover, some connections to probability and statistics are being pursued. In another direction, these results are being applied to systems identification using orthogonal basis function expansions. This solves the long-standing problem of how to incorporate positivity constraints in identification with orthonormal basis functions [C3][T1].