Factorization of discrete-process spectral matrices (Corresp.)
Author :
Murthy, D.N.Prabhakar
Volume :
19
Issue :
5
fYear :
1973
fDate :
9/1/1973 12:00:00 AM
Firstpage :
693
Lastpage :
696
Abstract :
In this correspondence, we consider factoring the spectral matrix of discrete-time systems. The factoring involves finding a matrix such that equals the spectral matrix and that both and are stable and nonanticipatory. The purpose of this paper is to present a new method for obtaining such a spectral factorization.
Keywords :
Spectral factorizations; Automatic control; Information theory; Mechanical engineering; Network synthesis; Poles and zeros; Polynomials; Probability density function; Sections; Transfer functions;