Efficient algorithm for matrix spectral factorization

Automatica

Volumn 21, Issue 6, 1985, Pages 663-669

  Jezek J ^a   Kucera V ^a  

^a INSTITUTE OF INFORMATION THEORY AND AUTOMATION   (Czech Republic)

Author keywords

Control system synthesis; discrete time systems; linear systems; matrix polynomial equations; polynomials; spectral factorization

Indexed keywords

CONTROL SYSTEMS, LINEAR; CONTROL SYSTEMS, OPTIMAL; MATHEMATICAL TECHNIQUES - POLYNOMIALS; SIGNAL FILTERING AND PREDICTION;

MATRIX POLYNOMIAL EQUATIONS; SPECTRAL FACTORIZATION;

CONTROL SYSTEMS, DISCRETE TIME;

EID: 0022152212     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/0005-1098(85)90040-8     Document Type: Article

References (17)

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6. Conjugated and symmetric polynomial equations II: Discrete-time systems
7. Algorithm for triangular decomposition of block Hankel and Toeplitz matrices with application to factoring positive matrix polynomials
8. Computer algorithm for spectral factorization of rational matrices
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10. New algorithm for polynomial spectral factorization with quadratic convergence II
11. Factorization of the covariance generation function of a pure moving average process
12. The factorization of matricial spectral densities
13. On the factorization of rational matrices
14. Bauer-type factorization of positive matrices and the theory of matrix polynomials orthogonal on the unit circle