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math.OC2005
The Caratheodory-Fejer-Pisarenko decomposition and its multivariable counterpart
Tryphon T. Georgiou
When a covariance matrix with a Toeplitz structure is written as the sum of a singular one and a positive scalar multiple of the identity, the singular summand corresponds to the c…
math.OC2005
Relative entropy and the multi-variable multi-dimensional moment problem
Tryphon T. Georgiou
Entropy-like functionals on operator algebras have been studied since the pioneering work of von Neumann, Umegaki, Lindblad, and Lieb. The most well-known are the von Neumann entro…