The operator valued autoregressive filter problem and the suboptimal Nehari problem in two variables

DOI10.1007/s00020-005-1361-9zbMath1098.47016arXivmath/0412508OpenAlexW2151042543MaRDI QIDQ816941

Hugo J. Woerdeman, Jeffrey S. Geronimo

Publication date: 2 March 2006

Published in: Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0412508

zbMATH Keywords

stabilityHankel operatorToeplitz matrixpositive semidefiniteautoregressive filtertwo variable Nehari problemtwo-variable polynomial

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Positive matrices and their generalizations; cones of matrices (15B48) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Linear operator methods in interpolation, moment and extension problems (47A57) Dilations, extensions, compressions of linear operators (47A20) Prediction theory (aspects of stochastic processes) (60G25) Analysis on ordered groups, (H^p)-theory (43A17)

Related Items (1)

M$^2$ Spectral Estimation: A Flexible Approach Ensuring Rational Solutions

This page was built for publication: The operator valued autoregressive filter problem and the suboptimal Nehari problem in two variables