A matrix extension problem with entropy optimization

DOI10.1080/02331938808843320zbMATH Open0643.15003OpenAlexW2009457209MaRDI QIDQ3784976FDOQ3784976

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

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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)

Cites Work

• Determination of the inertia of a partitioned Hermitian matrix
• On two problems concerning linear transformations in Hilbert space
• Extensions of band matrices with band inverses
• Positive definite completions of partial Hermitian matrices
• Manifestations of the Schur complement
• Shifts on Hilbert spaces.
• Translation invariant spaces
• On bounded bilinear forms
• What are Schur complements, anyway?
• Extensions of matrix valued functions with rational polynomial inverses
• A commutant lifting theorem for triangular matrices with diverse applications
• An Extension Problem for Non-Negative Hermitian Block Toeplitz Matrices
• A Schur Type Matrix Extension Problem
• Shift invariant spaces and prediction theory
• Shift invariant subspaces, factorization, and interpolation for matrices. I. The canonical case
• An Extension Problem for Non-negative Hermitian Block Toeplitz Matrices. II
• Title not available (Why is that?)

Cited In (11)

• Title not available (Why is that?)
• On Generalized Nehari Problems
• A schur analysis approach to maximum distance problems in hubert space and prediction
• An inverse entropy optimization problem for matrix-valued carathéodory functions
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory

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