Title :
A New Method of Matrix Spectral Factorization
Author :
Janashia, Gigla ; Lagvilava, Edem ; Ephremidze, Lasha
Author_Institution :
Razmadze Math. Inst., Tbilisi, Georgia
fDate :
4/1/2011 12:00:00 AM
Abstract :
A new algorithm of matrix spectral factorization is proposed which can be applied to compute an approximate spectral factor of any positive definite matrix function which satisfies the Paley-Wiener condition.
Keywords :
approximation theory; matrix decomposition; Paley-Wiener condition; approximate spectral factor; matrix spectral factorization; positive definite matrix function; Approximation algorithms; Linear matrix inequalities; Matrix decomposition; Polynomials; Symmetric matrices; Vectors; Algorithms; matrix decomposition; spectral factorization;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2011.2112233
