DocumentCode
487244
Title
Numerical Algorithms and Software for Spectral Factorization Problems
Author
Wette, Matt ; Laub, Alan J.
Author_Institution
Department of Electrical and Computer Engineering, University of California, Santa Barbara, CA 93106
fYear
1988
fDate
15-17 June 1988
Firstpage
311
Lastpage
316
Abstract
Numerical algorithms for spectral factorization problems appearing in linear filtering and control are given. These algorithms are based on state space realizations of rational transfer matrices. Issues addressed include choice of algorithm, scaling, and conditioning. Finally, outline of a software implementation is described.
Keywords
Application software; Eigenvalues and eigenfunctions; Filtering algorithms; Maximum likelihood detection; Nonlinear filters; Poles and zeros; Software algorithms; Software packages; State-space methods;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1988
Conference_Location
Atlanta, Ga, USA
Type
conf
Filename
4789735
Link To Document