The Operator Valued Autoregressive Filter Problem and the Suboptimal Nehari Problem in Two Variables

The Operator Valued Autoregressive Filter Problem and the Suboptimal Nehari Problem in Two Variables

Necessary and sufficient conditions are given for the solvability of the operator valued two-variable autoregressive filter problem. In addition, in the two variable suboptimal Nehari problem sufficient conditions are given for when a strictly contractive little Hankel has a strictly contractive sym...

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Veröffentlicht in:arXiv.org 2004-12
1. Verfasser: J S Geronimo H J Woerdeman
Format: Artikel
Sprache:eng
Schlagworte:
Economic models
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Zusammenfassung:Necessary and sufficient conditions are given for the solvability of the operator valued two-variable autoregressive filter problem. In addition, in the two variable suboptimal Nehari problem sufficient conditions are given for when a strictly contractive little Hankel has a strictly contractive symbol.
ISSN:2331-8422