A state-space approach to discrete-time spectral factorization (Q4004646)

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A state-space approach to discrete-time spectral factorization
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    A state-space approach to discrete-time spectral factorization (English)
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    27 September 1992
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    continuous-time spectral factorization
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    discrete-time spectral factorization
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    quadratic matrix equation
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    algebraic Riccati equation
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    spectral factor
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    continuous-time control
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    filtering
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