This book presents a unified approach for solving both stationary and
nonstationary interpolation problems, in finite or infinite dimensions,
based on the commutant lifting theorem from operator theory and the
state space method from mathematical system theory. Initially the
authors planned a number of papers treating nonstationary interpolation
problems of Nevanlinna-Pick and Nehari type by reducing these
nonstationary problems to stationary ones for operator-valued functions
with operator arguments and using classical commutant lifting
techniques. This reduction method required us to review and further
develop the classical results for the stationary problems in this more
general framework. Here the system theory turned out to be very useful
for setting up the problems and for providing natural state space
formulas for describing the solutions. In this way our work involved us
in a much wider program than original planned. The final results of our
efforts are presented here. The financial support in 1994 from the
"NWO-stimulansprogramma" for the Thomas Stieltjes Institute for
Mathematics in the Netherlands enabled us to start the research which
lead to the present book. We also gratefully acknowledge the support
from our home institutions: Indiana University at Bloomington, Purdue
University at West Lafayette, Tel-Aviv University, and the Vrije
Universiteit at Amsterdam. We warmly thank Dr. A.L. Sakhnovich for his
carefully reading of a large part of the manuscript. Finally, Sharon
Wise prepared very efficiently and with great care the troff file of
this manuscript; we are grateful for her excellent typing.