Realization theorems for stationary multiscale systems
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Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32) Applications of operator theory in systems, signals, circuits, and control theory (47N70) Operator-theoretic methods (93B28)
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Cites work
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- A generalized Levinson algorithm for covariance extension with application to multiscale autoregressive modeling
- A theorem of Beurling-Lax type for Hilbert spaces of functions analytic in the unit ball
- Hilbert spaces of analytic functions, inverse scattering and operator models. I
- Hilbert spaces of analytic functions, inverse scattering and operator models. II
- Interpolation et espace de Hardy sur l'arbre homogène dyadique : le cas stationnaire. (Interpolation and the Hardy space on the homogeneous dyadic tree: the stationary case)
- Multiscale system theory
- On operator ranges
- Point evaluation and Hardy space on a homogeneous tree
- Rational hyperholomorphic functions in \(\mathbb R^4\)
- Realizations for Schur upper triangular operators centered at an arbitrary point
- Schur functions, operator colligations, and reproducing kernel Pontryagin spaces
- Simple \(C^*\)-algebras generated by isometries
- Unitary colligations, reproducing kernel Hilbert spaces, and Nevanlinna-Pick interpolation in several variables
- de Branges--Rovnyak spaces and Schur functions: The hyperholomorphic case
Cited in
(7)- The Herglotz space associated with the state space of a multiscale system
- Discrete-time multi-scale systems
- The Herglotz space associated with the de Branges-Rovnyak space in multiscale systems
- Discrete analytic Schur functions
- A canonical correlations approach to multiscale stochastic realization
- The extended space of a stationary multiscale system
- Point evaluation and Hardy space on a homogeneous tree
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