On multivariable matrix spectral factorization method

DOI10.1016/j.jmaa.2022.126300OpenAlexW3170626941MaRDI QIDQ2673018

Lasha Ephremidze, Ilya M. Spitkovskij

Publication date: 13 June 2022

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.14036

zbMATH Keywords

multivariable systemsGranger causalityunitary matrix functionsmatrix spectral factorizationHelson-Lowdenslager predictionWiener-Massani prediction

Mathematics Subject Classification ID

Operator-theoretic methods (93B28) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Multilinear algebra, tensor calculus (15A69)

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