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

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scientific article; zbMATH DE number 57677
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    A state-space approach to discrete-time spectral factorization
    scientific article; zbMATH DE number 57677

      Statements

      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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