Positive matrix functions on the bitorus with prescribed Fourier coefficients in a band

Let S be a band in Z2 bordered by two parallel lines that are of equal distance to the origin. Given a positive definite ℓ1 sequence of matrices {cj}j∈S we prove that there is a positive definite matrix function f in the Wiener algebra on the bitorus such that the Fourier coefficients\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\widehat{f(k)}$$ \end{document} equal ck for k ∈ S. A parameterization is obtained for the set of all positive extensions f of {cj}j∈S. We also prove that among all matrix functions with these properties, there exists a distinguished one that maximizes the entropy. A formula is given for this distinguished matrix function. The results are interpreted in the context of spectral estimation of ARMA processes.