A State-Space Approach to Indefinite Spectral Factorization (Q4943657)

Let \(R\) be a matrix with rational function entries. Let \(R^*\) be the Hermitian conjugate of \(R.\) The rational matrix \(\Phi\) is a spectral density if it is para-Hermitian and has constant inertia \(\{p,n,z\},\) even if it is indefinite on the imaginary axis. The author shows: Let \(\Psi\) be a proper, rational, Hermitian matrix, invertible at infinity. The following conditions are equivalent. (i) \(\Psi\) is a spectral density. (ii) There exists a realization of \(\Psi\) for which both the pole pencil and the zero pencil are spectral densities. (iii) There exists a proper, stable, minimum phase, rational matrix \(W\) and a constant, invertible, symmetric \(J\) such that \(\Psi=W^* JW\).