A survey of spectral factorization methods

Spectral factorization is a crucial step in the solution of linear quadrati c estimation and control problems. It is no wonder that a variety of method s has been developed over the years for the computation of canonical spectr al factors. This paper provides a survey of several of these methods vith s pecial emphasis on clarifying the connections that exist among them. While the discussion focuses primarily on scalar-valued rational spectra, extensi ons to non-rational and vector-valued spectra are briefly noted. Copyright (C) 2001 John Wiley & Sons, Ltd.