Parametrization of Minimal Spectral Factors of Discrete-Time Rational Spectral Densities

DOI10.1109/TAC.2018.2829474MaRDI QIDQ4615324zbMATH OpenOpenAlexWikidataFDO

Authors Giacomo Baggio, Augusto Ferrante

Publication date 28 January 2019

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

Full work available at URL https://arxiv.org/abs/1609.02711

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Realizations from input-output data (93B15) Minimal systems representations (93B20) Stochastic systems in control theory (general) (93E03)

Abstract: In this paper, the problem of providing a complete parametrization of the minimal spectral factors of a discrete-time rational spectral density is considered. The desired parametrization, given in terms of the all-pass divisors of a certain all-pass function, is established in the most general setting: after several partial results, mostly in the continuous-time case, this is indeed the first complete parametrization obtained without resorting to any facilitating assumption. This result provides a positive answer to a conjecture raised in [Baggio and Ferrante, 2016].

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