Spectral factorization with imaginary-axis zeros Original Research Article

We examine the problem of the existence and calculation of Hermitian solutions P of a linear matrix inequality corresponding to the spectral factorization of a proper rational spectral density. In particular, zeros are permitted on the finite imaginary axis or at infinity. As part of our construction of solutions, we show explicitly that each such imaginary-axis eigenvalue, either finite or infinite, defines a fixed part of all solutions P.