On analytic factorization of positive Hermitian matrix functions over the bidisc

DOI10.1016/S0024-3795(99)00111-1MaRDI QIDQ1124922zbMATH OpenWikidataFDO

Authors Gordon Blower

Publication date 29 November 1999

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(99)00111-1

zbMATH Keywords

analytic operator functionslinear predictionmatrix factorizationpositive Hermitian matrix valued function

Mathematics Subject Classification ID

Factorization of matrices (15A23) Infinite-dimensional holomorphy (46G20) Applications of operator theory in probability theory and statistics (47N30)

Review text

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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Cited in

(2)

• Self-adjoint analytic operator functions: Local spectral function and inner linearization
• Factorization of Hermitian matrix-valued functions and classification of shifts in a space with indefinite metric

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