Spectral Factorization of Rank-Deficient Rational Densities
From MaRDI portal
Publication:6150986
DOI10.1137/23m1546622arXiv2212.06990OpenAlexW4391966822MaRDI QIDQ6150986
Publication date: 7 March 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2212.06990
spectral factorizationfeedback representationlow-rank processrank-deficient rational spectral densities
Factorization of matrices (15A23) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Hilbert spaces of continuous, differentiable or analytic functions (46E20)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust dynamical network structure reconstruction
- Autoregressive models of singular spectral matrices
- The solution of the matrix equations \(AXB-CXD=E\) and \((YA-DZ,YC- BZ)=(E,F)\)
- On a Schur-algorithm based approach to spectral factorization: Connection with the Riccati equation
- A subspace algorithm for the identification of discrete time frequency domain power spectra
- Prediction error identification of linear dynamic networks with rank-reduced noise
- Singular arma systems: a structure theory
- Minimal representations of continuous-time processes having spectral density with zeros in the extended imaginary axis
- Constructive solutions to spectral and inner-outer factorizations with respect to the disk
- Generalized linear dynamic factor models: an approach via singular autoregressions
- Computation of general inner-outer and spectral factorizations
- On the Factorization of Rational Discrete-Time Spectral Densities
- Spectral Factorization and Nevanlinna–Pick Interpolation
- Spectral factorization of matrix-valued functions using interpolation theory
- Bauer-type factorization of positive matrices and the theory of matrix polynomials orthogonal on the unit circle
- On the Algorithmization of Janashia-Lagvilava Matrix Spectral Factorization Method
- Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions
- Zeros of Spectral Factors, the Geometry of Splitting Subspaces, and the Algebraic Riccati Inequality
- Minimal Degree Coprime Factorization of Rational Matrices
- A survey of spectral factorization methods
- On a Hardy space approach to the analysis of spectral factors
- On the State Space and Dynamics Selection in Linear Stochastic Models: A Spectral Factorization Approach
- Matrix-valued nevanlinna-pick interpolation with complexity constraint: an optimization approach
- A New Method of Matrix Spectral Factorization
- Generalized LQR Control and Kalman Filtering With Relations to Computations of Inner–Outer and Spectral Factorizations
- Representation and Factorization of Discrete-Time Rational All-Pass Functions
- Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
- Linear Stochastic Systems
- The Covariance Extension Equation: A Riccati-Type Approach to Analytic Interpolation
- Identification of low rank vector processes
