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research 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.
Type
research article
Authors
Publication date
2001
Publisher
Published in
Volume
8
Issue
6-7
Start page
467
End page
496
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
December 19, 2017
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