A Simple Proof for a Spectral Factorization Theorem

DOI10.1093/IMAMCI/8.1.39MaRDI QIDQ5203427zbMATH OpenOpenAlexFDO

Authors Peter E. Caines, László Gerencsér

Publication date 1991

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/8.1.39

zbMATH Keywords

spectral density matrixstable matrix polynomialWold decomposition

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

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