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The Carathéodory-Toeplitz problem with partial data (Q1347939)

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scientific article; zbMATH DE number 1741566
Language Label Description Also known as
English
The Carathéodory-Toeplitz problem with partial data
scientific article; zbMATH DE number 1741566

    Statements

    title
    The Carathéodory-Toeplitz problem with partial data (English)
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    author
    Hugo J. Woerdeman
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    publication date
    15 May 2002
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    review text
    The author studies an operator-valued Carathéodory-Toeplitz problem with partially prescribed data. Necessary and sufficient conditions are given for the existence of a solution, the set of all solutions is described and a maximum entropy result is obtained. The results are also interpreted in the context of cyclostationary stochastic processes.
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    zbMATH Keywords
    Carathéodory-Toeplitz problem with partially prescribed data
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    existence of a solution
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    maximum entropy
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    cyclostationary stochastic processes
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    Identifiers

    Mathematics Subject Classification ID
    47A57
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    30E05
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    47A56
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    60G12
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    zbMATH DE Number
    1741566
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