• 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 H(z) such that H(z^{-1})H^T (z) equals the spectral matrix and that both H(z) and H^{-1} (z) 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