The operator valued autoregressive filter problem and the suboptimal Nehari problem in two variables

DOI10.1007/S00020-005-1361-9MaRDI QIDQ816941zbMATH OpenOpenAlexFDO

Authors Jeffrey S. Geronimo, Hugo J. Woerdeman

Publication date 2 March 2006

Published in Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0412508

zbMATH Keywords

Toeplitz matrixstabilityHankel operatorpositive semidefiniteautoregressive filtertwo variable Nehari problemtwo-variable polynomial

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Positive matrices and their generalizations; cones of matrices (15B48) Linear operator methods in interpolation, moment and extension problems (47A57) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Analysis on ordered groups, (H^p)-theory (43A17) Dilations, extensions, compressions of linear operators (47A20)

Abstract: Necessary and sufficient conditions are given for the solvability of the operator valued two-variable autoregressive filter problem. In addition, in the two variable suboptimal Nehari problem sufficient conditions are given for when a strictly contractive little Hankel has a strictly contractive symbol.

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Cited in

(3)

• The autoregressive filter problem for multivariable degree one symmetric polynomials
• \(M^2\) spectral estimation: a flexible approach ensuring rational solutions
• Factoring non-negative operator valued trigonometric polynomials in two variables

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