Recursive algorithm for spectral factorization

This paper describes a recursive computational algorithm for computing spectral factors of continuous-time and discrete-time power spectrum matrices. The matrices need not be positive definite. Convergence rates of the recursive equation are studied.

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Bibliographic Details
Published in:	IEEE transactions on circuits and systems Vol. 21; no. 6; pp. 742 - 750
Main Authors:	Anderson, B., Hitz, K., Diem, N.
Format:	Journal Article
Language:	English
Published:	IEEE 01.11.1974
Subjects:	Australia Convergence Differential equations Filtering Frequency domain analysis Matrix decomposition Mechanical engineering Network synthesis Polynomials Riccati equations
ISSN:	0098-4094
Online Access:	Get full text
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Description
Summary:	This paper describes a recursive computational algorithm for computing spectral factors of continuous-time and discrete-time power spectrum matrices. The matrices need not be positive definite. Convergence rates of the recursive equation are studied.
ISSN:	0098-4094
DOI:	10.1109/TCS.1974.1083942