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This volume provides a development of various topics, exclusively in terms of Schur parameters, describing two new versions of general approaches to interpolation. Also covered are the theoretical aspects of a large class of algorithms in interpolation, filtering and scattering.
The subject of this book is about the ubiquity of the Schur parameters, whose introduction goes back to a paper of I. Schur in 1917 concerning an interpolation problem of C. Caratheodory. What followed there appears to be a truly fascinating story which, however, should be told by a professional historian. Here we provide the reader with a simplified version, mostly related to the contents of the book. In the twenties, thf~ theory of orthogonal polynomials on the unit circle was developed by G. Szego and the formulae relating these polynomials involved num bers (usually called Szego parameters) similar to the Schur parameters. Mean while, R. Nevanlinna and G. Pick studied the theory of another interpolation problem, known since then as the Nevanlinna-Pick problem, and an algorithm similar to Schur's one was obtained by Nevanlinna. In 1957, Z. Nehari solved OO an L problem which contained both Caratheodory-Schur and Nevannlina-Pick problems as particular cases. Apparently unrelated work of H. Weyl, J. von Neu mann and K. Friedericks concerning selfadjoint extensions of symmetric operators was connected to interpolation by M. A. Naimark and M. G Krein using some gen eral dilation theoretic ideas. Classical moment problems, like the trigonometric moment and Hamburger moment problems, were also related to these topics and a comprehensive account of what can be called the classical period has appeared in the monograph of M. G. Krein and A. A. Nudelman, [KN].
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