Title :
Vector-exponential time-series modeling for polynomial J-spectral factorization
Author :
Pendharkar, I. ; Pillai, H. ; Rapisarda, P.
Abstract :
An iterative algorithm to perform the J-spectral factorization of a para-Hermitian matrix is presented. The algorithm proceeds by computing a special kernel representation of an interpolant for a sequence of points and associated directions determined from the spectral zeroes of the to-be-factored matrix.
Keywords :
Calculus; Control systems; Filtering; Interpolation; Iterative algorithms; Kernel; Matrices; Polynomials; Stacking; Wiener filter;
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
DOI :
10.1109/CDC.2005.1582607
