ep16 - Tryphon Georgiou, Part I: Marathons, Interpolation problems, Metrics, and the Arrow of Time
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Kimura-Jurji parameterization and covariance extension problem
This chapter discusses the Kimura-Jurji parameterization and its symmetric structure. The speaker also explores their main contribution to the covariance extension problem and the uniqueness of the solution. They touch on spectral zeros, an interesting parameterization technique, and recount an interaction with Kalman where they defended their proof steps.
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