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Inequalities in Hilbert modules of matrix-valued functions


Author: Adhemar Bultheel
Journal: Proc. Amer. Math. Soc. 85 (1982), 369-372
MSC: Primary 46E20; Secondary 60G25
DOI: https://doi.org/10.1090/S0002-9939-1982-0656105-2
MathSciNet review: 656105
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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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Additional Information

DOI: https://doi.org/10.1090/S0002-9939-1982-0656105-2
Keywords: Cauchy-Schwarz, reproducing kernel, matrix optimization
Article copyright: © Copyright 1982 American Mathematical Society

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