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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Vydáno v:IEEE transactions on circuits and systems Ročník 21; číslo 6; s. 742 - 750
Hlavní autoři: Anderson, B., Hitz, K., Diem, N.
Médium: Journal Article
Jazyk:angličtina
Vydáno: IEEE 01.11.1974
Témata:
Australia
Convergence
Differential equations
Filtering
Frequency domain analysis
Matrix decomposition
Mechanical engineering
Network synthesis
Polynomials
Riccati equations
ISSN:0098-4094
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Popis
Shrnutí: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