DocumentCode
920005
Title
Factorization of discrete-process spectral matrices (Corresp.)
Author
Murthy, D.N.Prabhakar
Volume
19
Issue
5
fYear
1973
fDate
9/1/1973 12:00:00 AM
Firstpage
693
Lastpage
696
Abstract
In this correspondence, we consider factoring the spectral matrix of discrete-time systems. The factoring involves finding a matrix
such that
equals the spectral matrix and that both
and
are stable and nonanticipatory. The purpose of this paper is to present a new method for obtaining such a spectral factorization.
such that
equals the spectral matrix and that both
and
are stable and nonanticipatory. The purpose of this paper is to present a new method for obtaining such a spectral factorization.Keywords
Spectral factorizations; Automatic control; Information theory; Mechanical engineering; Network synthesis; Poles and zeros; Polynomials; Probability density function; Sections; Transfer functions;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1973.1055061
Filename
1055061
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