A schur analysis approach to maximum distance problems in hubert space and prediction
From MaRDI portal
Publication:3211837
DOI10.1080/02331939008843620zbMath0724.47005OpenAlexW2059911001MaRDI QIDQ3211837
W. Apitzsch, Bernd Fritzsche, Bernd Kirstein
Publication date: 1990
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331939008843620
Factorization of matrices (15A23) Stationary stochastic processes (60G10) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Dilations, extensions, compressions of linear operators (47A20) Prediction theory (aspects of stochastic processes) (60G25)
Related Items
Cites Work
- Unnamed Item
- The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
- The maximum distance problem and band sequences
- Nonstationary Szegö theorem, band sequences and maximum entropy
- Schur analysis of some completion problems
- Extensions of matrix valued functions with rational polynomial inverses
- Extensions of band matrices with band inverses
- A correlation-theoretical interpretation of schur analysis
- An Extension Problem for Non-negative Hermitian Block Toeplitz Matrices. II
- A matrix extension problem with entropy optimization
- A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems
- On the structure of the maximum entropy extension
- Dilations as Propagators of Hilbertian Varieties
- On a Class of Matrix Completion Problems