ArticleOriginal scientific text

Title

A method of approximate factorization of positive definite matrix functions

Authors 1, 1

Affiliations

  1. A. Razmadze Mathematical Institute, Georgian Academy of Sciences, 1, M. Aleksidze St., Tbilisi 380093, Georgia

Abstract

An algorithm of factorization of positive definite matrix functions of second order is proposed.

Keywords

positive definite matrix function, factorization

Bibliography

  1. P. L. Duren, Theory of Hp Spaces, Academic Press, 1970.
  2. A. N. Kolmogorov, Stationary sequences in Hilbert space, Vestnik Moskov. Gos. Univ. 2 (1941), 1-40 (in Russian).
  3. P. Masani, The prediction theory of multivariate stochastic processes, III, Acta Math. 104 (1960), 141-162.
  4. N. Wiener, On the factorization of matrices, Comm. Math. Helv. 29 (1955), 97-111.
  5. N. Wiener and E. J. Akutowicz, A factorization of positive Hermitian matrices, J. Math. Mech. 8 (1959), 111-120.
  6. N. Wiener and P. Masani, The prediction theory of multivariate stochastic processes, I, Acta Math. 98 (1957), 111-150.
  7. N. Wiener and P. Masani, The prediction theory of multivariate stochastic processes, II, ibid. 99 (1958), 93-137.
Pages:
93-100
Main language of publication
English
Received
1999-01-18
Accepted
1999-03-09
Published
1999
Exact and natural sciences