Inequalities in Hilbert modules of matrix-valued functions

Bultheel, Adhemar

doi:10.1090/S0002-9939-1982-0656105-2

Inequalities in Hilbert modules of matrix-valued functions
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Proc. Amer. Math. Soc. 85 (1982), 369-372 Request permission

Abstract:

The classical Cauchy-Schwarz inequality and extremality properties of reproducing kernels are generalized for a module of matrix-valued functions on which a matrix-valued inner product is defined. Reference to an application in the field of linear prediction of multivariate stochastic processes is made.

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