An Iterative Method for Matrix Spectral Factorization

DOI10.1137/0913029MaRDI QIDQ3991049zbMATH OpenOpenAlexFDO

Authors

Publication date 28 June 1992

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0913029

zbMATH Keywords

attenuation factorsconjugate periodic functiondiscrete Hilbert transformfast Fourier transformiterative causal projection proceduremultivariate spectrumoptimal controlspectral factorization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Matrices over function rings in one or more variables (15A54)

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(18)

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