Title :
Factorization of spectra by discrete Fourier transforms (Corresp.)
fDate :
7/1/1970 12:00:00 AM
Abstract :
A discrete Fourier transform method for factoring arbitrary spectral density functions is presented. The factorization can be implemented in a straightforward and efficient manner, and it does not require that the spectra be rational. An expression for the absolute error is also presented.
Keywords :
DFT; Discrete Fourier transforms (DFT´s); Spectral factorizations; Circuit theory; Density functional theory; Discrete Fourier transforms; Maximum likelihood detection; Nonlinear filters; Random processes; Random variables; Sampling methods; Statistical distributions; Wiener filter;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1970.1054502
