A Control Theoretical Approach to the Polynomial Spectral-Factorization Problem

Abstract

It is shown how, by analogy to analogue control theory, the problem of spectral factorization can be solved using negative feedback. The method is particularly simple to implement and can easily be used in real-time applications. It is shown how the method can blindly identify or track the moving-average (MA) model of a signal generating process using only… (More)
DOI: 10.1007/s00034-011-9270-4

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@article{Moir2011ACT, title={A Control Theoretical Approach to the Polynomial Spectral-Factorization Problem}, author={Tom J. Moir}, journal={CSSP}, year={2011}, volume={30}, pages={987-998} }