An algebraic solution to the spectral factorization problem

@article{Anderson1967AnAS,
  title={An algebraic solution to the spectral factorization problem},
  author={B. Anderson},
  journal={IEEE Transactions on Automatic Control},
  year={1967},
  volume={12},
  pages={410-414}
}
  • B. Anderson
  • Published 1967 in IEEE Transactions on Automatic Control
The problem of giving a spectral factorization of a class of matrices arising in Wiener filtering theory and network synthesis is tackled via an algebraic procedure. A quadratic matrix equation involving only constant matrices is shown to possess solutions which directly define a solution to the spectral factorization problem. A spectral factor with a stable inverse is defined by that unique solution to the quadratic equation which also satisfies a certain eigenvalue inequality. Solution of the… CONTINUE READING

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