Title :
Numerical Algorithms and Software for Spectral Factorization Problems
Author :
Wette, Matt ; Laub, Alan J.
Author_Institution :
Department of Electrical and Computer Engineering, University of California, Santa Barbara, CA 93106
Abstract :
Numerical algorithms for spectral factorization problems appearing in linear filtering and control are given. These algorithms are based on state space realizations of rational transfer matrices. Issues addressed include choice of algorithm, scaling, and conditioning. Finally, outline of a software implementation is described.
Keywords :
Application software; Eigenvalues and eigenfunctions; Filtering algorithms; Maximum likelihood detection; Nonlinear filters; Poles and zeros; Software algorithms; Software packages; State-space methods;
Conference_Titel :
American Control Conference, 1988
Conference_Location :
Atlanta, Ga, USA
