Jw. Helton et Hj. Woerdeman, SYMMETRICAL HANKEL-OPERATORS - MINIMAL NORM EXTENSIONS AND EIGENSTRUCTURES, Linear algebra and its applications, 185, 1993, pp. 1-19
The minimal norm extension problem for real partial Hankel matrices is
studied: Let x(i), i is-an-element-of alpha subset-or-equal-to n (= (
1, ..., n)) be given real numbers. Find x(i), i is-an-element-of n \ a
lpha, such that the (finite) Hankel matrix [GRAPHICS] has lowest possi
ble norm (as an operator on the Euclidean space R(n)). This min-max pr
oblem is reduced to an unconstrained maximization problem. It is close
to a nonlinear eigenvalue problem. The results suggest a new class of
computer algorithms.