Computational aspects of spectral factorization and the tangential Schur algorithm

In Georgiou and Khargonekar [15,16,17,18], we have exploited the Schur algorithm as a means to achieve spectral factorization.The present paper is a continuation of that work. In particular, we investigate the Schur algorithm in the context of the tangential Nevanlinna-Pick problem. This provides a computationally simple scheme for spectral factorization of matrix-valued functions.