On analytic factorization of positive Hermitian matrix functions over the bidisc (Q1124922)
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scientific article
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| English | On analytic factorization of positive Hermitian matrix functions over the bidisc |
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On analytic factorization of positive Hermitian matrix functions over the bidisc (English)
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29 November 1999
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The author shows that a continuous and strictly positive Hermitian matrix valued function of the bitorus may be factored as \(FF^\star,\) where \(F\) is an \((N\times\infty)\) analytic operator function. The paper also contains results for similar more general situations. This provides an operator-theoretic approach to results of \textit{T. L. Marzetta} [IEEE Trans. Acoust. Speech Signal Processing 28, 725-733 (1980; MR 82a:94022)].
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matrix factorization
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linear prediction
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analytic operator functions
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positive Hermitian matrix valued function
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