Efficient algorithm for matrix spectral factorization

DOI10.1016/0005-1098(85)90040-8zbMath0585.93015OpenAlexW2339524658MaRDI QIDQ1071712

B. George

Publication date: 1985

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(85)90040-8

zbMATH Keywords

algorithmrate of convergencepositive real polynomial matricesspectral factorization of polynomial matricessymmetric polynomial equations

Mathematics Subject Classification ID

Factorization of matrices (15A23) Filtering in stochastic control theory (93E11) Pole and zero placement problems (93B55) Applications of design theory to circuits and networks (94C30)

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Uses Software

• PL/I

Cites Work

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• Bauer-type factorization of positive matrices and the theory of matrix polynomials orthogonal on the unit circle
• A Normal form for a Matrix under the Unitary Congruence Group
• Computer Algorithm for Spectral Factorization of Rational Matrices
• Factorization of the Covariance Generating Function of a Pure Moving Average Process
• The Factorization of Matricial Spectral Densities
• Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials