On multivariable matrix spectral factorization method

DOI10.1016/j.jmaa.2022.126300MaRDI QIDQ2673018

Lasha Ephremidze, Ilya M. Spitkovskij

Publication date: 13 June 2022

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

Full work available at URL: https://arxiv.org/abs/2105.14036

zbMATH Keywords

multivariable systems; Granger causality; unitary matrix functions; matrix spectral factorization; Helson-Lowdenslager prediction; Wiener-Massani prediction

Mathematics Subject Classification ID

93B28: Operator-theoretic methods

47A68: Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators

15A69: Multilinear algebra, tensor calculus

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