A correlation-theoretical interpretation of schur analysis

DOI10.1080/02331889008802234zbMath0714.60036OpenAlexW2028083515MaRDI QIDQ3200329

Bernd Kirstein, Bernd Fritzsche

Publication date: 1990

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802234

zbMATH Keywords

Schur analysisnon-negative Hermitian block matricesnon-stationary predictionprediction error matrices

Mathematics Subject Classification ID

Factorization of matrices (15A23) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (5)

On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory ⋮ A schur analysis approach to maximum distance problems in hubert space and prediction ⋮ A Schur analysis approach to minimum distance problems ⋮ On a class of extremal solutions of the nondegenerate matricial Carathéodory problem ⋮ An inverse entropy optimization problem for matrix-valued carathéodory functions

Cites Work

• Unnamed Item
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• Algebraic methods for Toeplitz-like matrices and operators
• Structure of positive block-matrices and nonstationary prediction
• An Extension Problem for Non-Negative Hermitian Block Toeplitz Matrices
• A Schur Type Matrix Extension Problem
• A matrix extension problem with entropy optimization
• A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems
• On the structure of the maximum entropy extension
• On a Class of Matrix Completion Problems

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