The Carathéodory-Toeplitz problem with partial data (Q1347939)
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English | The Carathéodory-Toeplitz problem with partial data |
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The Carathéodory-Toeplitz problem with partial data (English)
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15 May 2002
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The author studies an operator-valued Carathéodory-Toeplitz problem with partially prescribed data. Necessary and sufficient conditions are given for the existence of a solution, the set of all solutions is described and a maximum entropy result is obtained. The results are also interpreted in the context of cyclostationary stochastic processes.
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Carathéodory-Toeplitz problem with partially prescribed data
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existence of a solution
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maximum entropy
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cyclostationary stochastic processes
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