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Interpolation, Identification, and Sampling
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This book is concerned with applications of functional analysis and complex analysis to problems of interpolation in spaces of analytic functions. The problems we look at are those of recovery, producing approximations to functions from measured values. These values may in turn be corrupted by small errors and we wish to be able to produce a good model using this partial and inaccurate information. The practical applications include systems identification, signal processing, and sampling. A selection of the material of this book would be appropriate for a graduate course on function spaces and operators acting on them. Chapter 8 gives a mathematician's introduction to H( control theory, one of the big research areas of the last 15 years. Worst-case identification (discussed in Chapters 3,4, and 6) is a major area of modern systems theory to which the author has made many contributions. This book gives the first theoretical treatment of this area: it includes much practical material on input design and identification algorithms. Sampling and systems processing is another active area of research. The book presents an accessible treatment of several advanced topics, some included for the first time in any book.
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