scientific article; zbMATH DE number 3976160

MaRDI QIDQ3740866zbMATH OpenFDO

Authors Hidenori Kimura

Publication date 1986

zbMATH Keywords

Carathéodory's extension problemmaximum entropy modelling filterparametrizationpartial sequence of covariance dataspectrum estimationstate space

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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• On the Nevanlinna-Pick interpolation problem: analysis of the McMillan degree of the solutions

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