Lossless chain scattering matrices and optimum linear prediction: The vector case
DOI10.1002/cta.4490090203zbMath0458.94056OpenAlexW2068164442MaRDI QIDQ3908944
Publication date: 1981
Published in: International Journal of Circuit Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cta.4490090203
inverse scatteringmaximum entropy extensionslossless circuitNevanlinna-Pick approximantsprediction for vector-valued second order stationary stochastic sequencesrealization of a positive real matrix-valued function
Analytic circuit theory (94C05) Prediction theory (aspects of stochastic processes) (60G25) Communication theory (94A05)
Related Items (37)
Cites Work
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- Weighted trigonometrical approximation on \(R^ 1\) with application to the germ field of a stationary Gaussian noise
- Cyclic vectors and invariant subspaces of the backward shift operator
- The multiplicative structure of 𝐽-contractive matrix functions
- Infinite Hankel block matrices and related extension problems
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