On the factorization of discrete-time rational spectral density matrices

DOI10.1109/TAC.1975.1101009MaRDI QIDQ4070699zbMATH OpenFDO

Authors Michael J. Denham

Publication date 1975

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24)

Cited in

(3)

• Invariant system description of the stochastic realization
• Optimal multivariable controller design using an ITSE performance index
• A spectral factorization algorithm for discrete-time descriptor systems via generalized eigenproblems

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