Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - On analytic factorisation of positive hermitian matrix functions over the bidisc.
AU - Blower, Gordon
PY - 1999/7/1
Y1 - 1999/7/1
N2 - Let be a positive hermitian (Ω0) matrix-valued function on the bitorus with and . Then Ω is the L1-limit of FjFj*, where Fj is a (N×Nj) rectangular bi-analytic matrix function. A continuous and strictly positive hermitian may be factored as FF* with F an N×∞ analytic operator function.
AB - Let be a positive hermitian (Ω0) matrix-valued function on the bitorus with and . Then Ω is the L1-limit of FjFj*, where Fj is a (N×Nj) rectangular bi-analytic matrix function. A continuous and strictly positive hermitian may be factored as FF* with F an N×∞ analytic operator function.
KW - Matrix factorization
KW - Linear prediction
KW - Analytic operator functions
U2 - 10.1016/S0024-3795(99)00111-1
DO - 10.1016/S0024-3795(99)00111-1
M3 - Journal article
VL - 295
SP - 149
EP - 158
JO - Linear Algebra and its Applications
JF - Linear Algebra and its Applications
SN - 0024-3795
IS - 1-3
ER -