Extensions of matrix valued functions with rational polynomial inverses

DOI10.1007/BF01691075zbMath0438.47022MaRDI QIDQ1141887

Harry Dym, Israel Gohberg

Publication date: 1979

Published in: Integral Equations and Operator Theory (Search for Journal in Brave)

zbMATH Keywords

canonical factorization; autoregressive extension; Wiener algebra of matrix valued functions

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

47A50: Equations and inequalities involving linear operators, with vector unknowns

47A99: General theory of linear operators

Related Items

Carathéodory-Toeplitz and Nehari problems for matrix valued almost periodic functions, Hilbert spaces of analytic functions, inverse scattering and operator models. I, Hilbert spaces of analytic functions, inverse scattering and operator models. II, A maximum entropy principle in the general framework of the band method, A quantitative maximum entropy theorem for the real line, Extensions of band matrices with band inverses, On an extension problem, generalized Fourier analysis, and an entropy formula, The Carathéodory-Toeplitz problem with partial data, Extensions of kernels of Fredholm operators, Extensions with positive real part. A new version of the abstract band method with applications, Positive extension and completion problems for a class of structured matrices, A schur analysis approach to maximum distance problems in hubert space and prediction, A Schur Type Matrix Extension Problem. IV., A matrix extension problem with entropy optimization, A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems

Cites Work

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• Bauer-type factorization of positive matrices and the theory of matrix polynomials orthogonal on the unit circle
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• Orthogonal polynomial matrices on the unit circle
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix