The autoregressive filter problem for multivariable degree one symmetric polynomials
Classical Analysis and ODEs
2021-01-05 v1
Abstract
The multivariable autoregressive filter problem asks for a polynomial without roots in the closed -disk based on prescribed Fourier coefficients of its spectral density function . The conditions derived in this paper for the construction of a degree one symmetric polynomial reveal a major divide between the case of at most two variables vs. the the case of three or more variables. The latter involves multivariable elliptic functions, while the former (due to [J. S. Geronimo and H. J. Woerdeman, Ann. of Math. (2), 160(3):839--906, 2004]) only involve polynomials. The three variable case is treated with more detail, and entails hypergeometric functions. Along the way, we identify a seemingly new relation between and .
Cite
@article{arxiv.2101.00525,
title = {The autoregressive filter problem for multivariable degree one symmetric polynomials},
author = {Jeffrey S. Geronimo and Hugo J. Woerdeman and Chung Y. Wong},
journal= {arXiv preprint arXiv:2101.00525},
year = {2021}
}