A matrix extension problem with entropy optimization

DOI10.1080/02331938808843320zbMath0643.15003OpenAlexW2009457209MaRDI QIDQ3784976

Bernd Kirstein, Bernd Fritzsche

Publication date: 1988

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938808843320

zbMATH Keywords

entropy optimizationmatrix extensionmatrix ballpartial Hermitian block matrices

Mathematics Subject Classification ID

Factorization of matrices (15A23) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (7)

On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory ⋮ A correlation-theoretical interpretation of schur analysis ⋮ A schur analysis approach to maximum distance problems in hubert space and prediction ⋮ A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems ⋮ On Generalized Nehari Problems ⋮ On the structure of the maximum entropy extension ⋮ An inverse entropy optimization problem for matrix-valued carathéodory functions

Cites Work

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• On two problems concerning linear transformations in Hilbert space
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• An Extension Problem for Non-Negative Hermitian Block Toeplitz Matrices
• A Schur Type Matrix Extension Problem
• An Extension Problem for Non-negative Hermitian Block Toeplitz Matrices. II

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