DocumentCode
1846834
Title
Calculating spectral factors of low rank matrix valued functions on the unit circle
Author
Iakoubovski, Mikhail ; Merino, Orlando
Author_Institution
Dept. of Math., Rhode Island Univ., Kingston, RI, USA
Volume
1
fYear
1999
fDate
1999
Firstpage
505
Abstract
We consider the problem of finding an analytic spectral factor g of a given rank k with k<n, positive semidefinite n×n matrix valued function f on the unit circle of the complex plane. The values of g are k×n matrices. We present an operator equation that must be satisfied by a function g to be a spectral factor. The condition is also sufficient. We also prove that Newton´s method can be applied successfully to calculate spectral factors g in the Wiener algebra, thus the method works for all rational and many instances of non-rational data function f. A numerical example is given
Keywords
Fourier series; Newton method; matrix algebra; Fourier series; Newton method; Wiener algebra; matrix valued functions; semidefinite matrix; spectral factors; sufficient condition; unit circle; Algebra; Equations; Fourier series; Hydrogen; Mathematics; Newton method; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location
Phoenix, AZ
ISSN
0191-2216
Print_ISBN
0-7803-5250-5
Type
conf
DOI
10.1109/CDC.1999.832831
Filename
832831
Link To Document