leganes-August 24 , 2004 1 Orthogonal rational functions on the unit circle : from the scalar to the matrix case

The purpose of these lecture notes is to give a short introduction to the theory of orthogonal rational functions (ORF) on the unit circle. We start with the classical problem of linear prediction of a stochastic process to give a motivation for the study of Szegő’s problem and to show that in this context it will turn out that not as much the ORF but… CONTINUE READING