Spectral Factorization of a Class of Matrix‐Valued Spectral Densities
DOI10.1137/040621089zbMATH Open1153.62071OpenAlexW2003555891WikidataQ62045216 ScholiaQ62045216MaRDI QIDQ3593017FDOQ3593017
Authors: Hendra I. Nurdin 
Publication date: 24 September 2007
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/040621089
Recommendations
spectral factorizationrational approximationrational covariance extensionnonrational spectral density
Inference from stochastic processes and spectral analysis (62M15) Stochastic systems and control (93E99) General second-order stochastic processes (60G12) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Algorithms for approximation of functions (65D15) Approximation in the complex plane (30E10) Approximation by rational functions (41A20)
Cited In (10)
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- Spectral factorization of matrix-valued functions using interpolation theory
- The spectral density of a product of spectral projections
- On spectral density of Neumann matrices
- On approximate spectral factorization of matrix functions
- Title not available (Why is that?)
- New results on the rational covariance extension problem with degree constraint
- Behaviour of the spectral factorization for continuous spectral densities
- Calculating the spectral factorization and outer functions by sampling-based approximations -- fundamental limitations
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