An inverse entropy optimization problem for matrix-valued carathéodory functions

DOI10.1080/02331939408843933zbMath0815.30026OpenAlexW2036135234MaRDI QIDQ4764882

Bernd Kirstein, Stefan H. Fuchs, Bernd Fritzsche

Publication date: 15 May 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939408843933

zbMATH Keywords

stationary sequencesprediction theoryCarathéodory functions\(j_{qq}-J_ q\)-inner functionsinverse entropy optimization

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Linear operator methods in interpolation, moment and extension problems (47A57) Moment problems and interpolation problems in the complex plane (30E05) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (9)

On subclasses of the caratheodory class with matricial extremal property^* ⋮ On Arov-normalized \(j_{qq}-J_q\)-elementary factors ⋮ Dual Szegő pairs of sequences of rational matrix-valued functions ⋮ Minimum \(w\)-entropy interpolants for matricial Carathéodory functions and maximum determinant completions of associated block Pick matrix ⋮ On maximum mass measures in truncated matricial Hamburger moment problems and related interpolation problems ⋮ On a class of extremal solutions of the nondegenerate matricial Carathéodory problem ⋮ Arov-Krein entropy functionals and indefinite interpolation problems ⋮ Solution of a multiple Nevanlinna--Pick problem via orthogonal rational functions ⋮ On block completion problems for Arov-normalized \(j_{qq}-J_{q}\)-elementary factors

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