Interpolation type problems in the class of positive trigonometric polynomials of fixed order

Abstract

This paper is devoted to a family of interpolation type problems for positive trigonometric polynomials of a given ordern. Via the Riesz-Fejer factorization theorem, they can be viewed as natural generalizations of the partial autocorrelation problem for discrete time signals of lengthn+1. The relevant variables for a specific problem are well-defined linear combinations of the coefficients of the underlying trigonometric polynomial. An efficient method is obtained to characterize the feasibility region of the problem, defined as the set of points having these variables as coordinates. It allows us to determine the boundary of that region by computing the extreme eigen values and the corresponding eigenvectors of certain well-defined Hermitian Toeplitz matrices of ordern+1. The method is an extension of one proposed by Steinhardt to solve the coefficient problem for positive cosine polynomials (which belongs to the family). Other interesting applications are the Nevanlinna-Pick interpolation problem for polynomial functions, and the simple interpolation problem for positive trigonometric polynomials. The close connection between the generalized Steinhardt method and classical techniques based on the polarity theorem for convex cones and on the Hahn-Banach extension theorem are established.