A new algorithm of matrix spectral factorization is proposed which can be applied to compute an approximate spectral factor of any positive definite matrix function which satisfies the Paley-Wiener condition.
A very short proof of the Fejér-Riesz lemma is presented in the matrix case. The following fundamental result in matrix spectral factorization theory belongs to Wiener  (see also , ): Theorem. Let (1) S(z) ∼ ∞ n=−∞ σ n z n , |z| = 1, σ k are r×r matrix coefficients, be a positive definite matrix-function with integrable entries, S(z) ∈ L 1 (T). If… (More)