• DocumentCode
    1174890
  • Title

    Recursive algorithm for spectral factorization

  • Author

    Anderson, Brian D O ; Hitz, Konrad L. ; Diem, N.D.

  • Volume
    21
  • Issue
    6
  • fYear
    1974
  • fDate
    11/1/1974 12:00:00 AM
  • Firstpage
    742
  • Lastpage
    750
  • 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;
  • fLanguage
    English
  • Journal_Title
    Circuits and Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0098-4094
  • Type

    jour

  • DOI
    10.1109/TCS.1974.1083942
  • Filename
    1083942
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1174890