Spectral Factorization of a Class of Matrix‐Valued Spectral Densities (Q3593017)
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scientific article; zbMATH DE number 5194913
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| English | Spectral Factorization of a Class of Matrix‐Valued Spectral Densities |
scientific article; zbMATH DE number 5194913 |
Statements
Spectral Factorization of a Class of Matrix‐Valued Spectral Densities (English)
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24 September 2007
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spectral factorization
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nonrational spectral density
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rational approximation
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rational covariance extension
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0.7960824370384216
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0.7959744930267334
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0.7843841314315796
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0.766088604927063
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0.7452245950698853
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