The operator valued autoregressive filter problem and the suboptimal Nehari problem in two variables
DOI10.1007/s00020-005-1361-9zbMath1098.47016arXivmath/0412508MaRDI QIDQ816941
Hugo J. Woerdeman, Jeffrey S. Geronimo
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
stability; Hankel operator; Toeplitz matrix; positive semidefinite; autoregressive filter; two variable Nehari problem; two-variable polynomial
42C05: Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis
15B48: Positive matrices and their generalizations; cones of matrices
47B35: Toeplitz operators, Hankel operators, Wiener-Hopf operators
47A57: Linear operator methods in interpolation, moment and extension problems
47A20: Dilations, extensions, compressions of linear operators
60G25: Prediction theory (aspects of stochastic processes)
43A17: Analysis on ordered groups, (H^p)-theory
