Title :
Numerical algorithm for spectral factorization
Author :
Clements, D.J. ; Glover, K.
Author_Institution :
University of New South Wales, Kensington, Australia
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;
Conference_Titel :
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location :
Los Angeles, California, USA
DOI :
10.1109/CDC.1987.272503
