A state-space approach to discrete-time spectral factorization

DOI10.1109/82.127300zbMath0794.65063OpenAlexW2036134725MaRDI QIDQ4004646

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Publication date: 27 September 1992

Published in: IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/82.127300

zbMATH Keywords

algebraic Riccati equationfilteringquadratic matrix equationspectral factorcontinuous-time controlcontinuous-time spectral factorizationdiscrete-time spectral factorization

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical optimization and variational techniques (65K10) Matrix equations and identities (15A24)

Related Items (3)

Characterization of solutions of non-symmetric algebraic Riccati equations ⋮ A comprehensive approach to DOA estimation using higher-order statistics ⋮ A survey of nonsymmetric Riccati equations

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