• DocumentCode
    1502110
  • 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
  • Volume
    36
  • Issue
    4
  • fYear
    1989
  • fDate
    4/1/1989 12:00:00 AM
  • Firstpage
    568
  • Lastpage
    574
  • 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;
  • fLanguage
    English
  • Journal_Title
    Circuits and Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0098-4094
  • Type

    jour

  • DOI
    10.1109/31.92889
  • Filename
    92889