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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Veröffentlicht in:IEEE transactions on circuits and systems Jg. 21; H. 6; S. 742 - 750
Hauptverfasser: Anderson, B., Hitz, K., Diem, N.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: IEEE 01.11.1974
Schlagworte:
Australia
Convergence
Differential equations
Filtering
Frequency domain analysis
Matrix decomposition
Mechanical engineering
Network synthesis
Polynomials
Riccati equations
ISSN:0098-4094
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Abstract 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.
AbstractList 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.
Author Anderson, B.
Diem, N.
Hitz, K.
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Cites_doi 10.1007/BF01007246
10.1137/0123044
10.1016/0005-1098(73)90094-0
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10.1109/TIT.1972.1054779
10.1109/TAC.1966.1098456
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10.1109/TAC.1963.1105614
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Snippet This paper describes a recursive computational algorithm for computing spectral factors of continuous-time and discrete-time power spectrum matrices. The...
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SubjectTerms Australia
Convergence
Differential equations
Filtering
Frequency domain analysis
Matrix decomposition
Mechanical engineering
Network synthesis
Polynomials
Riccati equations
Title Recursive algorithm for spectral factorization
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