Positive matrix functions on the bitorus with prescribed Fourier coefficients in a band

DOI10.1007/BF01274187zbMath0930.42010OpenAlexW2014370019MaRDI QIDQ1283578

Leiba Rodman, Hugo J. Woerdeman, Ilya M. Spitkovskij, Mihály Bakonyi

Publication date: 9 February 2000

Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/59595

zbMATH Keywords

entropyalmost periodic functionsToeplitz operatorsband methodWiener algebramatrix functionsARMA processespositive extensionsautoregressive moving average processesbitorus

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Harmonic analysis in several variables (42B99) Matrices over function rings in one or more variables (15A54)

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Semi-infinite multi-index perturbed block Toeplitz systems ⋮ Spectral factorization of bi-infinite multi-index block Toeplitz matrices ⋮ Interpolation and prediction problems for connected compact abelian groups ⋮ Approximating sums of squares with a single square ⋮ The extension of positive definite operator-valued functions defined on a symmetric interval of an ordered group ⋮ Positive Carathéodory interpolation on the polydisc

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• [Russian Text Ignored.]

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