A matrix extension problem with entropy optimization
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Publication:3784976
DOI10.1080/02331938808843320zbMath0643.15003OpenAlexW2009457209MaRDI QIDQ3784976
Bernd Kirstein, Bernd Fritzsche
Publication date: 1988
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331938808843320
Factorization of matrices (15A23) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (7)
On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory ⋮ A correlation-theoretical interpretation of schur analysis ⋮ A schur analysis approach to maximum distance problems in hubert space and prediction ⋮ A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems ⋮ On Generalized Nehari Problems ⋮ On the structure of the maximum entropy extension ⋮ An inverse entropy optimization problem for matrix-valued carathéodory functions
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