Title :
Spectral factorizaton using analytic interpolation theory
Author :
Georgiou, T.T. ; Khargonekar, P.P.
Author_Institution :
Iowa State University
Abstract :
In this paper, we present a novel spectral factorization algorithm based on linear fractional transformations and the Nevanlinna-Pick interpolation theory. The algorithm is recursive and depends on a choice of points (zk, k=1, 2, ...), inside the unit disk. A mild condition on the distribution of the zk´s ensures convergence of the algorithm. The algorithm is quite flexible and convergence can be controlled by the selection of zK´s.
Keywords :
Algorithm design and analysis; Circuit stability; Control theory; Filtering theory; History; Interpolation; Mathematics; Spectral analysis; Stability analysis; Stochastic processes;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267122