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

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Abstract.

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.

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Authors and Affiliations

  1. School of Mathematics, Georgia Institute of Technology, Atlanta, GA, 30332-0160, USA

    Jeffrey S. Geronimo

  2. Department of Mathematics, Drexel University, Philadelphia, PA, 19104, USA

    Hugo J. Woerdeman

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  1. Jeffrey S. Geronimo
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  2. Hugo J. Woerdeman
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Correspondence to Jeffrey S. Geronimo.

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Geronimo, J.S., Woerdeman, H.J. The Operator Valued Autoregressive Filter Problem and the Suboptimal Nehari Problem in Two Variables. Integr. equ. oper. theory 53, 343–361 (2005). https://doi.org/10.1007/s00020-005-1361-9

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  • DOI: https://doi.org/10.1007/s00020-005-1361-9

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