DocumentCode
923858
Title
Spectral factorization of random processes with multiplicity one
Author
Halyo, N.
Volume
60
Issue
8
fYear
1972
Firstpage
1006
Lastpage
1007
Abstract
A fairly general treatment of the spectral factorization problem for scalar processes is presented. Necessary and sufficient conditions for the existence of a scalar dynamic system generating a given covariance function and equations whose solutions yield the system parameters are given. The processes considered are of second order with zero mean, Gaussian, and continuous in quadratic mean; initial conditions are relaxed.
Keywords
Additive white noise; Equations; Filters; Hilbert space; Linear systems; Random processes; System identification; Technological innovation; White noise;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/PROC.1972.8835
Filename
1450765
Link To Document