Title :
Spectral factorization of matrix-valued functions using interpolation theory
Author :
Georgiou, Tryphon T. ; Khargonekar, Pramod P.
Author_Institution :
Dept. of Electr. & Comput. Eng., Iowa State Univ., Ames, IA, USA
fDate :
4/1/1989 12:00:00 AM
Abstract :
An approach is developed for the spectral factorization of matrix-valued functions. The key idea was first introduced by Georgiou and Khargonekar (see IEEE Trans. Automat. Contr., vol. AC-31, p.345-348, 1986, and SIAM J. Contr. Opt., vol.25, no.3, p.754-766, 1987) where results were obtained for the scalar case. A version of the Nevanlinna-Pick algorithm that applies to matrix-valued functions is used, and results in interpolation theory with matrix-valued functions analytic on the unit disk are incorporated
Keywords :
interpolation; matrix algebra; Nevanlinna-Pick algorithm; interpolation theory; matrix-valued functions; scalar case; spectral factorization; unit disk; Algorithm design and analysis; Circuits and systems; Convergence; Hydrogen; Interpolation; Optimal control; Polynomials; Scattering; Stochastic processes;
Journal_Title :
Circuits and Systems, IEEE Transactions on
