  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
