Title :
Recursive algorithm for spectral factorization
Author :
Anderson, Brian D O ; Hitz, Konrad L. ; Diem, N.D.
fDate :
11/1/1974 12:00:00 AM
Abstract :
This paper describes a recursive computational algorithm for computing spectral factors of continuous-time and discrete-time power spectrum matrices. The matrices need not be positive definite. Convergence rates of the recursive equation are studied.
Keywords :
Computation and optimization algorithms; Matrix decomposition/factorization; Rational matrices; Spectral factorizations; Australia; Convergence; Differential equations; Filtering; Frequency domain analysis; Matrix decomposition; Mechanical engineering; Network synthesis; Polynomials; Riccati equations;
Journal_Title :
Circuits and Systems, IEEE Transactions on
DOI :
10.1109/TCS.1974.1083942
