Generalized Chandrasekhar recursions from the generalized Schur algorithm

DOI10.1109/9.333773MaRDI QIDQ4315684zbMATH OpenOpenAlexFDO

Authors Ali H. Sayed, Hanoch Lev-Ari, T. Kailath

Publication date 28 November 1995

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.333773

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Model systems in control theory (93C99)

Cited in

(2)

• Extension of the Chandrasekhar filter to the case of periodic state-space models
• A survey of spectral factorization methods

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