A Simple Proof for a Spectral Factorization Theorem

DOI10.1093/imamci/8.1.39zbMath0725.60030OpenAlexW2052497621MaRDI QIDQ5203427

László Gerencsér, Peter E. Caines

Publication date: 1991

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/8.1.39

zbMATH Keywords

Wold decompositionspectral density matrixstable matrix polynomial

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

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