The operator valued autoregressive filter problem and the suboptimal Nehari problem in two variables (Q816941): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:06, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The operator valued autoregressive filter problem and the suboptimal Nehari problem in two variables |
scientific article |
Statements
The operator valued autoregressive filter problem and the suboptimal Nehari problem in two variables (English)
0 references
2 March 2006
0 references
A two variable version of the autoregressive filter problem had not been completely solved until recently [\textit{J.~S.\ Geronimo} and \textit{H.~J.\ Woerdeman}, Ann.\ Math.\ (2) 160, No.~3, 839--906 (2005; Zbl 1084.42019)]. In the paper under review, the authors consider a generalization of this problem to the operator case. In order to ensure the existence of a solution, they observe that, besides an expected positive definiteness of a doubly Toeplitz matrix, a commutativity condition (not mentioned explicitly in [op.cit.]) for certain matrices built in terms of the correlation coefficients is also necessary. Finally, the two-variable Nehari problem is studied. In this context, \textit{S.~H.\ Ferguson} and \textit{M.~T.\ Lacey} [Acta Math.\ 189, No.~2, 143--160 (2002; Zbl 1039.47022)] proved that every bounded little Hankel operator has an essentially bounded symbol. Since, in contrast to the one-variable case, one cannot find, in general, a symbol \(\psi\) of a little Hankel operator \(h\) such that \(\| h\| =\| \psi\| _\infty\), the authors indicate some sufficient conditions under which \(\| h\| <1\) implies the existence of a symbol \(\psi\) with \(\| \psi\| _\infty <1\).
0 references
autoregressive filter
0 references
two-variable polynomial
0 references
stability
0 references
positive semidefinite
0 references
Toeplitz matrix
0 references
Hankel operator
0 references
two variable Nehari problem
0 references