A state-space approach to indefinite spectral factorization

Authors
Clements, DJ
Citation
Dj. Clements, A state-space approach to indefinite spectral factorization, SIAM J MATR, 21(3), 2000, pp. 743-767
Citations number
26
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN journal
08954798 → ACNP
Volume
21
Issue
3
Year of publication
2000
Pages
743 - 767
Database
ISI
SICI code
0895-4798(20000309)21:3<743:ASATIS>2.0.ZU;2-7
Abstract
We use state-space methods to show that any proper, rational indefinite spe ctral density invertible at infinity has a proper, rational, stable, and mi nimum phase spectral factor of some degree, and we write down a formula for such factors.