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