Problem of search of the minimum of entropy in indeterminate extension problems
From MaRDI portal
Publication:1163729
DOI10.1007/BF01082283zbMath0484.46060MaRDI QIDQ1163729
Publication date: 1981
Published in: Functional Analysis and its Applications (Search for Journal in Brave)
entropymatrix-functionsCaratheodory matrix problemHermitian-positive functionmatrix-valued spectral measure
Stationary stochastic processes (60G10) Equilibrium statistical mechanics (82B99) Miscellaneous applications of functional analysis (46N99)
Related Items
Discrete self-adjoint Dirac systems: asymptotic relations, Weyl functions and Toeplitz matrices, On block completion problems for \(j_{qq}-J_ q\)-inner functions. II: The case of a given \(q\times q\) block, Completion problems for \(j_{pq}\)-inner functions. II, On subclasses of the caratheodory class with matricial extremal property*, Carathéodory sequence parametrizations of Potapov-normalized full-rank \(J_ q\)-elementary factors, A quantitative maximum entropy theorem for the real line, On maximum entropy interpolants and maximum determinant completions of associated Pick matrices, More on maximum entropy interpolants and maximum determinant completions of associated Pick matrices, On a class of extremal solutions of a moment problem for rational matrix-valued functions in the nondegenerate case. II, Maximum entropy algorithm for spectral estimation problem with aipriori information, Parameterization of the extrapolations in the Kreĭn-Schwartz theorem and the entropy maximizer: the scalar case, State-space computation of quadratic-exponential functional rates for linear quantum stochastic systems, Minimum \(w\)-entropy interpolants for matricial Carathéodory functions and maximum determinant completions of associated block Pick matrix, Discrete time \({\mathcal H}_\infty\) controllers satisfying a minimum entropy criterion, On hermitian block Hankel matrices, matrix polynomials, the Hamburger moment problem, interpolation and maximum entropy, On Arov-normalized \(j_{pq}\)-elementary factors, The convergence of entropy-based approximations for moment problems, Inverse problems for positive Hermitian block Toeplitz matrices and nondegenerate Schur sequences, Extensions of kernels of Fredholm operators, Arov-Krein entropy functionals and indefinite interpolation problems, In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories, On a class of extremal solutions of a moment problem for rational matrix-valued functions in the nondegenerate case I, Completion problems for \(j_{pq}\)-inner functions. I, On several types of resolvent matrices of nondegenerate matricial Carathéodory problems, Hilbert spaces of analytic functions, inverse scattering and operator models. I, Hilbert spaces of analytic functions, inverse scattering and operator models. II, Derivation of the maximum entropyH∞-controller and a state-space formula for its entropy, Szegő's theorem for canonical systems: the Arov gauge and a sum rule, An inverse entropy optimization problem for matrix-valued carathéodory functions, On block completion problems for \(j_{qq}-J_ q\)-inner functions. I: The case of a given block column, On block completion problems for Arov-normalized \(j_{qq}-J_{q}\)-elementary factors, Extremal solutions of matricial Carathéodory problem and Nevanlinna–Pick-type interpolation for Carathéodory matrix functions in the nondegenerate case, On Canonical Solutions of a Moment Problem for Rational Matrix-valued Functions, Solutions to the \(H_{\infty}\) general distance problem which minimize an entropy integral, Infinite-horizon risk-sensitive performance criteria for translation invariant networks of linear quantum stochastic systems, A maximum entropy principle for contractive interpolants
Cites Work
