A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems

DOI10.1080/02331938808843388zbMath0658.15009OpenAlexW2109445798MaRDI QIDQ3807355

Bernd Kirstein, Bernd Fritzsche

Publication date: 1988

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938808843388

zbMATH Keywords

entropy optimizationnon-negative Hermitian block matricescontractive block matricesmatrix ball descriptionSchur parametrizations

Mathematics Subject Classification ID

Factorization of matrices (15A23)

Related Items (5)

On a generalization of the trigonometric moment problem ⋮ A correlation-theoretical interpretation of schur analysis ⋮ A schur analysis approach to maximum distance problems in hubert space and prediction ⋮ On the structure of the maximum entropy extension ⋮ An inverse entropy optimization problem for matrix-valued carathéodory functions

Cites Work

• Completion of partial matrices to contractions
• Positive definite completions of partial Hermitian matrices
• The structure of the Naimark dilation and Gaussian stationary processes
• A maximum entropy principle for contractive interpolants
• Shift invariant subspaces, factorization, and interpolation for matrices. I. The canonical case
• Structure of positive block-matrices and nonstationary prediction
• Extensions of matrix valued functions with rational polynomial inverses
• Extensions of band matrices with band inverses
• An Extension Problem for Non-Negative Hermitian Block Toeplitz Matrices
• A Schur Type Matrix Extension Problem
• A matrix extension problem with entropy optimization
• Lossless chain scattering matrices and optimum linear prediction: The vector case
• Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences
• Norm-Preserving Dilations and Their Applications to Optimal Error Bounds
• Maximum entropy and the moment problem

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