An Extension Problem for Non‐Negative Hermitian Block Toeplitz Matrices. III

On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix

Peter Whittle · Biometrika · 1963 · 384 citations

Computing, Data Science, Forecasting +11

Orthogonal polynomial matrices on the unit circle

P. Delsarte, Y. Genin, Y. Kamp · IEEE Transactions on Circuits and Systems · 1978 · 240 citations

Natural Sciences, Electrical Engineering, Mathematics +8

Bauer-type factorization of positive matrices and the theory of matrix polynomials orthogonal on the unit circle

Dante C. Youla, N. Kazanjian · IEEE Transactions on Circuits and Systems · 1978 · 179 citations

Computing, Computer Science, Algorithms +10

Schur Parametrization of Positive Definite Block-Toeplitz Systems

P. Delsarte, Y. Genin, Y. Kamp · SIAM Journal on Applied Mathematics · 1979 · 150 citations

Natural Sciences, Mathematics, Dynamical Systems +12

The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure

Milton Rosenberg · Duke Mathematical Journal · 1964 · 146 citations

Natural Sciences, Physics, Probability Theory +5