Applications of the Schur Algorithm to Mixed H2 and H∞ Nehari Problems

In this paper, we will use the Schur algorithm to compute a solution to the Kaftal-Larson-Weiss mixed H2 − H∞ problem in the Nehari setting. First we will use the Schur algorithm to solve a mixed H2 − H∞ Carathéodory interpolation problem. By passing limits, we will then obtain an explicit formula in terms of Hankel matrices to solve the rational H2 − H∞ Nehari problem. Explicit solutions in terms of minimal state space realization will be given.