R.A. Brualdi, A.J. Hoffman
Linear Algebra and Its Applications
Paper
On factoring positive operators
Abstract
The problem of factoring positive operators into an "outer" factor and its adjoint has been studied, and its application to the theory of non-stationary random processes is discussed. This problem is an extension of the classical one of factoring positive matrix-valued functions defined on the unit circle of the complex plane into similar factors. © 1971.
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