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research article

A survey of spectral factorization methods

Sayed, Ali H.  
•
Kailath, T.
2001
Numerical Linear Algebra with Applications

Spectral factorization is a crucial step in the solution of linear quadratic estimation and control problems. It is no wonder that a variety of methods has been developed over the years for the computation of canonical spectral factors. This paper provides a survey of several of these methods with special emphasis on clarifying the connections that exist among them. While the discussion focuses primarily on scalar-valued rational spectra, extensions to non-rational and vector-valued spectra are briefly noted.

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Type
research article
DOI
10.1002/nla.250
Author(s)
Sayed, Ali H.  
Kailath, T.
Date Issued

2001

Publisher

Wiley-Blackwell

Published in
Numerical Linear Algebra with Applications
Volume

8

Issue

6-7

Start page

467

End page

496

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
ASL  
Available on Infoscience
December 19, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/142862
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