A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems
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Publication:3807355
DOI10.1080/02331938808843388zbMath0658.15009OpenAlexW2109445798MaRDI QIDQ3807355
Bernd Kirstein, Bernd Fritzsche
Publication date: 1988
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331938808843388
entropy optimizationnon-negative Hermitian block matricescontractive block matricesmatrix ball descriptionSchur parametrizations
Related Items (5)
On a generalization of the trigonometric moment problem ⋮ A correlation-theoretical interpretation of schur analysis ⋮ A schur analysis approach to maximum distance problems in hubert space and prediction ⋮ On the structure of the maximum entropy extension ⋮ An inverse entropy optimization problem for matrix-valued carathéodory functions
Cites Work
- Completion of partial matrices to contractions
- Positive definite completions of partial Hermitian matrices
- The structure of the Naimark dilation and Gaussian stationary processes
- A maximum entropy principle for contractive interpolants
- Shift invariant subspaces, factorization, and interpolation for matrices. I. The canonical case
- Structure of positive block-matrices and nonstationary prediction
- Extensions of matrix valued functions with rational polynomial inverses
- Extensions of band matrices with band inverses
- An Extension Problem for Non-Negative Hermitian Block Toeplitz Matrices
- A Schur Type Matrix Extension Problem
- A matrix extension problem with entropy optimization
- Lossless chain scattering matrices and optimum linear prediction: The vector case
- Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences
- Norm-Preserving Dilations and Their Applications to Optimal Error Bounds
- Maximum entropy and the moment problem
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