Title :
A fast algorithm for Nevanlinna-Pick interpolation
Author :
Yagle, Andrew E.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA
fDate :
10/1/1991 12:00:00 AM
Abstract :
A new fast algorithm is derived for the scalar Nevanlinna-Pick interpolation problem. This fast algorithm requires approximately 28% fewer multiplications than the classical algorithm. The algorithm is based on the three-term recurrence similar to that of the so-called split algorithms for linear prediction
Keywords :
interpolation; signal processing; Nevanlinna-Pick interpolation; fast algorithm; three-term recurrence; Interpolation; Prediction algorithms; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on