A survey of spectral factorization methods

DOI10.1002/NLA.250zbMATH Open1053.47013DBLPjournals/nla/SayedK01OpenAlexW2171352244WikidataQ60359703 ScholiaQ60359703MaRDI QIDQ4828889FDOQ4828889

Authors: Ali H. Sayed, T. Kailath 

Publication date: 26 November 2004

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.250

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zbMATH Keywords

Riccati equationspectral factorizationcausalcomputation of canonical spectral factors

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) (Generalized) eigenfunction expansions of linear operators; rigged Hilbert spaces (47A70)

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Cited In (45)

• Spectral factorization for integer-interval sampled sequence and its applications in array processing
• Title not available (Why is that?)
• Wiener-Hopf and spectral factorization of real polynomials by Newton's method
• On the acceleration of an algorithm for polynomial factorization
• Autocovariance varieties of moving average random fields
• The Bauer-type factorization of matrix polynomials revisited and extended
• Fast solution of unsymmetric banded Toeplitz systems by means of spectral factorizations and Woodbury's formula
• The value of sharing disaggregated information in supply chains
• Spectral Factorization of Rank-Deficient Rational Densities
• Title not available (Why is that?)
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• Computer algebra for guaranteed accuracy. How does it help?
• Spectral and Inner-Outer Factorizations of Rational Matrices
• Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
• Title not available (Why is that?)
• On the exact spectral factorization of rational matrix functions with applications to paraunitary filter banks
• Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators
• On multivariable matrix spectral factorization method
• Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums
• Symmetric orthonormal complex wavelets with masks of arbitrarily high linear-phase moments and sum rules
• Title not available (Why is that?)
• Modeling the topology of a dynamical network via Wiener filtering approach
• Are spectral estimators useful for long-run restrictions in SVARs?
• Az-domain transfer function solution to the non-minimum phase acoustic beamformer
• Optimal input design for direct data-driven tuning of model-reference controllers
• Spectral factorization using FFTs for large‐scale problems
• Title not available (Why is that?)
• A New Method of Matrix Spectral Factorization
• New ``Verblunsky-type coefficients of block Toeplitz and Hankel matrices and of corresponding Dirac and canonical systems
• New results on the rational covariance extension problem with degree constraint
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• Blind paraunitary equalization
• Calculating the spectral factorization and outer functions by sampling-based approximations -- fundamental limitations
• Matrix spectral factorization for SA4 multiwavelet
• Signal extraction and filtering by linear semiparametric methods
• Block coherence: a method for measuring the interdependence between two blocks of neurobiological time series
• Stable spectral factorization with applications to the estimation of time series models
• Matrix spectral factorization and wavelets
• Algorithm for spectral factorization of polynomial matrices on the real line
• Parametric polynomial spectral factorization using the sum of roots and its application to a control design problem
• Factorization of multivariate positive Laurent polynomials
• On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates
• High-frequency sampling of a continuous-time ARMA process
• Factorization of moving-average spectral densities by state-space representations and stacking

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