An Extension Problem for Non-negative Hermitian Block Toeplitz Matrices. II

DOI10.1002/mana.19871310123zbMath0642.15004OpenAlexW4238860993MaRDI QIDQ3784254

Bernd Kirstein, Bernd Fritzsche

Publication date: 1987

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19871310123

zbMATH Keywords

prediction errorHilbert spaceToeplitz matricescontractionsprediction theoryHermitian block Toeplitz matrixmultivariable stationary sequencesnon- stochastic spectral measure

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Hermitian, skew-Hermitian, and related matrices (15B57) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (10)

Completion problems for \(j_{pq}\)-inner functions. II ⋮ The Eneström-Kakeya theorem encounters the theory of orthogonal polynomials on the unit circle ⋮ 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 ⋮ Dual Szegő pairs of sequences of rational matrix-valued functions ⋮ A matrix extension problem with entropy optimization ⋮ The convergence of entropy-based approximations for moment problems ⋮ Completion problems for \(j_{pq}\)-inner functions. I ⋮ The Kähler Mean of Block-Toeplitz Matrices with Toeplitz Structured Blocks ⋮ An inverse entropy optimization problem for matrix-valued carathéodory functions

Cites Work

• Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences
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