Journal article

A survey of spectral factorization methods

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.


    Record created on 2017-12-19, modified on 2018-01-15


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