On approximate spectral factorization of matrix functions (Q650090)

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On approximate spectral factorization of matrix functions
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    On approximate spectral factorization of matrix functions (English)
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    25 November 2011
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    The authors of the paper under review prove that, if \(\{S_n\}\) is a sequence of positive definite matrix functions that converges in \(L^1\) to a matrix function \(S\), \[ \int_0^{2\pi}\log\det S_n(e^{i\theta})\,d\theta\to\int_0^{2\pi}\log\det S(e^{i\theta})\,d\theta, \] and \(S^+_n\) and \(S^+\) are the spectral factors in Wiener's factorization, then \[ \|S_n^+-S^+\|_{L^2}\to0. \]
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    spectral factorization
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    matrix functions
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