scientific article; zbMATH DE number 3717900
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Publication:3907994
ARMAfiltersHilbert modulesJ-contractive matriceslinear predictionrational interpolation algorithm of Nevanlinna-Pickreproducing kernelsSchur algorithmstochastic processesSzegö's orthogonal polynomials
Kernel functions in one complex variable and applications (30C40) Interpolation in approximation theory (41A05) Approximation by rational functions (41A20) Positive definite functions in one variable harmonic analysis (42A82) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Filtering in stochastic control theory (93E11)
Cited in
(9)- On the ill conditioning of locating transmission zeros in least squares ARMA filtering
- The computation of orthogonal rational functions and their interpolating properties
- On characterization theorems for measures associated with orthogonal systems of rational functions on the unit circle
- On orthogonal systems of rational functions on the unit circle and polynomials orthogonal with respect to varying measures
- Moment problems and orthogonal functions
- Strong and weak convergence of orthogonal systems of rational functions on the unit circle
- Convergence of modified approximants associated with orthogonal rational functions
- Szegö functions and multipoint Padé approximation
- Inequalities in Hilbert Modules of Matrix-Valued Functions
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