Nevanlinna-Pick interpolation problem has been widely studied in recent decades, however, the known algorithm is not simplistic and robust enough. This paper provide a new method to solve the Nevanlinna-Pick interpolation problem with degree constraint. It is based on the covariance extension equation proposed by Byrnes and Lindquist. A reformulation of the Nevanlinna-Pick interpolation problem is achieved and then solved by continuation method. This method need not calculate the initial value and a numerical example illustrates robustness and effciency of the proposed procedure

翻译：近几十年来，Nevanlinna-Pick插值问题得到了广泛研究，然而现有算法在简洁性与鲁棒性方面仍有不足。本文提出一种求解带阶次约束的Nevanlinna-Pick插值问题的新方法。该方法基于Byrnes和Lindquist提出的协方差扩展方程，通过对插值问题进行重构并采用延拓法求解。本方法无需计算初始值，数值算例验证了所提流程的鲁棒性与高效性。