A maximum entropy principle for contractive interpolants

DOI10.1016/0022-1236(86)90018-2zbMath0588.47020OpenAlexW2081314711MaRDI QIDQ1073316

Harry Dym, Israel Gohberg

Publication date: 1986

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(86)90018-2

zbMATH Keywords

Hankel operatormaximum entropy principleentropy inequalitiesNevanlinna-Pick interpolationpositive extensionsband extensionsSzegö formulasSzegö type formulas

Mathematics Subject Classification ID

Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Linear operators on special spaces (weighted shifts, operators on sequence spaces, etc.) (47B37) Dilations, extensions, compressions of linear operators (47A20) Interpolation in approximation theory (41A05)

Related Items (20)

Central intertwining lifting, maximum entropy and their permanence ⋮ On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory ⋮ Rational contractive and unitary interpolants in realized form ⋮ On an interpolation problem of Dym and Gohberg ⋮ State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity ⋮ On certain minimal entropy extensions appearing in dilation theory. I ⋮ A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems ⋮ On the optimal solutions in spectral commutant lifting theory ⋮ A remark on mixed \(L^ 2/L^{\infty}\) bounds ⋮ A Spectral Commutant Lifting Theorem ⋮ Prediction for two processes and the Nehari problem ⋮ Generalized interpolation in 𝐻^{∞} with a complexity constraint ⋮ Carathéodory-Toeplitz and Nehari problems for matrix valued almost periodic functions ⋮ The central Ando dilation and related orthogonality properties ⋮ Entropy-minimising and risk-sensitive control rules ⋮ Derivation of the maximum entropyH_∞-controller and a state-space formula for its entropy ⋮ A Strong Parrott Theorem ⋮ A maximum entropy principle in the general framework of the band method ⋮ On spectrally associated Schur functions, Arov-inner functions and a Nehari-type completion problem for Schur functions ⋮ Solutions to the \(H_{\infty}\) general distance problem which minimize an entropy integral

Cites Work

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• Hilbert spaces of analytic functions, inverse scattering and operator models. II
• Unitary interpolants, factorization indices and infinite Hankel Block matrices
• The structure of the Naimark dilation and Gaussian stationary processes
• Factorization of matrix functions and singular integral operators
• Problem of search of the minimum of entropy in indeterminate extension problems
• Extensions of kernels of Fredholm operators
• On invertibility of finite sections of toeplitz matrices
• Infinite Hankel block matrices and related extension problems
• Orthogonal polynomial matrices on the unit circle

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