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Zeitschrift für Analysis und ihre Anwendungen


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Volume 15, Issue 1, 1996, pp. 19–29
DOI: 10.4171/ZAA/685

Published online: 1996-03-31

An Interpolation Problem with Symmetry and Related Questions

Daniel Alpay[1], Vladimir Bolotnikov[2] and Ph. Loubaton[3]

(1) Ben Gurion University of the Negev, Beer Sheva, Israel
(2) College of William and Mary, Williamsburg, USA
(3) ENST, Paris, France

An interpolation problem in the class of Carathéodory functions subject to a supplementary symmetry is solved; the problem originates with the theory of periodically correlated stochastic processes. The methods used are from state space theory.

Keywords: Carathédodory-Fejér interpolation, state space methods

Alpay Daniel, Bolotnikov Vladimir, Loubaton Ph.: An Interpolation Problem with Symmetry and Related Questions. Z. Anal. Anwend. 15 (1996), 19-29. doi: 10.4171/ZAA/685