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Inverses of Toeplitz operators, innovations, and orthogonal polynomials. (English) Zbl 0382.47013


MSC:

47B35 Toeplitz operators, Hankel operators, Wiener-Hopf operators
15A09 Theory of matrix inversion and generalized inverses
62L12 Sequential estimation
65F05 Direct numerical methods for linear systems and matrix inversion
93E10 Estimation and detection in stochastic control theory
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