On the factorization of discrete-time rational spectral density matrices

Author

Denham, M.J.

Author_Institution

Imperial College of Science and Technology, Exhibition Road, London, England

Volume

Issue

fYear

1975

fDate

8/1/1975 12:00:00 AM

Firstpage

535

Lastpage

537

Abstract

For a discrete-time rational spectral density matrix $\\Phi (z)$ , the relationship between the factorizations $\\Phi (z) = Z(z) + Z^{T} (z^{-1})$ and $\\Phi (z) = W(z)QW^{T}(z)$ , in terms of minimal state space realizations of $Z(z)$ and $W(z)$ , are derived in a straightforward way, without resorting to the use of the bilinear transformation. The obvious application of this result to performing a spectral factorizafion of $\\Phi (z)$ is discussed.

Keywords

Linear systems, time-invariant discrete-time; Rational matrices; Spectral factorizations; Polynomials; State-space methods;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/TAC.1975.1101009

Filename

1101009

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=819201