A matrix extension problem with entropy optimization

DOI10.1080/02331938808843320MaRDI QIDQ3784976zbMATH OpenOpenAlexFDO

Authors B. Fritzsche, B. Kirstein

Publication date 1988

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331938808843320

zbMATH Keywords

entropy optimizationmatrix extensionmatrix ballpartial Hermitian block matrices

Mathematics Subject Classification ID

Factorization of matrices (15A23) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 4038562 (Why is no real title available?)
• A Schur Type Matrix Extension Problem
• A commutant lifting theorem for triangular matrices with diverse applications
• An Extension Problem for Non-Negative Hermitian Block Toeplitz Matrices
• An Extension Problem for Non-negative Hermitian Block Toeplitz Matrices. II
• Determination of the inertia of a partitioned Hermitian matrix
• Extensions of band matrices with band inverses
• Extensions of matrix valued functions with rational polynomial inverses
• Manifestations of the Schur complement
• On bounded bilinear forms
• On two problems concerning linear transformations in Hilbert space
• Positive definite completions of partial Hermitian matrices
• Shift invariant spaces and prediction theory
• Shift invariant subspaces, factorization, and interpolation for matrices. I. The canonical case
• Shifts on Hilbert spaces.
• Translation invariant spaces
• What are Schur complements, anyway?

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(11)

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• scientific article; zbMATH DE number 432971 (Why is no real title available?)
• 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
• Maximum entropy principle and Landau free energy inequality
• A correlation-theoretical interpretation of schur analysis
• scientific article; zbMATH DE number 4171737 (Why is no real title available?)
• On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory

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