• DocumentCode
    3085001
  • Title

    Numerical algorithm for spectral factorization

  • Author

    Clements, D.J. ; Glover, K.

  • Author_Institution
    University of New South Wales, Kensington, Australia
  • Volume
    26
  • fYear
    1987
  • fDate
    9-11 Dec. 1987
  • Firstpage
    811
  • Lastpage
    812
  • Abstract
    We present a numerical technique to solve the spectral factorization problem. The technique proposed is based on a study of the underlying structure of a state-space representation of a spectral density and leads to an algorithm which is applicable to any spectral factorization problem.
  • Keywords
    Australia; Computer science; Control system analysis; Eigenvalues and eigenfunctions; Filtering theory; Riccati equations; Symmetric matrices;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1987. 26th IEEE Conference on
  • Conference_Location
    Los Angeles, California, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1987.272503
  • Filename
    4049380
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3085001