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A correlation-theoretical interpretation of schur analysis |
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| Authors: | Bernd Fritzsche Bernd Kirstein |
| Affiliation: | Sektion Mathematik , Karl-Marx-Universitat , Leipzig, DDR-7010, German |
| Abstract: | This paper is heavily leaned on the author's recent investigations concerning SCHUR analysis of non-negative Hermitian block matrices. The parameters of the matrix balls and the triangular choice scheme which describe a non-negative Hermitian block matrix will be interpreted in the framework of correlation theory |
| Keywords: | SCHUR analysis of non-negative Hermitian block matrices matrix bail descrip-tion triangular choice scheme semi-radii prediction error matrices non-stationary pre-diction |