Table of Contents:
  • Preface
  • I Basic Operator Theory
  • 1 The Wold Decomposition
  • 2 Toeplitz and Laurent Operators
  • 3 Inner and Outer Functions
  • 4 Rational Inner and Outer Functions
  • 5 The Naimark Representation
  • 6 The Rational Case
  • II Finite Section Techniques
  • 7 The Levinson Algorithm and Factorization
  • 8 Isometric Representations and Factorization
  • 9 Signal Processing
  • III Riccati Methods
  • 10 Riccati Equations and Factorization
  • 11 Kalman and Wiener Filtering
  • IV Interpolation Theory
  • 13 Contractive Nevanlinna-Pick Interpolation
  • V Appendices
  • 14 A Review of State Space
  • 15 The Levinson Algorithm
  • Index.