The Carathéodory-Toeplitz problem with partial data
DOI10.1016/S0024-3795(01)00450-5zbMath1015.47007MaRDI QIDQ1347939
Publication date: 15 May 2002
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: http://www.mathematicsweb.org/pub/8/4/48/173/27/37/abstract.html
maximum entropyexistence of a solutionCarathéodory-Toeplitz problem with partially prescribed datacyclostationary stochastic processes
General second-order stochastic processes (60G12) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Linear operator methods in interpolation, moment and extension problems (47A57) Moment problems and interpolation problems in the complex plane (30E05)
Cites Work
- Covariance characterization by partial autocorrelation matrices
- The band method for positive and strictly contractive extension problems: An alternative version and new applications
- Extensions of matrix valued functions with rational polynomial inverses
- Completion of operator partial matrices associated with chordal graphs
- The band method and generalized Carathéodory-Toeplitz interpolation at operator points
- Classes of linear operators. Vol. II
- On a new positive extension problem for block Toeplitz matrices
- Maximum entropy modeling of periodically correlated processes
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