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 theâ€¦Â CONTINUE READING

A system theory criterion for positive real matrices

N . Wiener, L. Masani, +26 authors1963. B.D. 0. Anderson

J. SIAM Control, vol. 5, pp. 171-182, May 1967. 191 R. E. Kalman and T. S. Englar, "A user's manual for the auto. matlc svnthesis oroeram." NASA Contractor Rept. NASA ~ r . 4 7 5 , June 1666; 1101 W. Hahn, Theory end Application of Lyepunou's Direct Method. Englewood Cl~ffs, N. J.: Prentlce-Hall, â€¢ 1967

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A user ' s manual for the auto . matlc svnthesis oroeram

Ill F. R. Gantmacher

NASA Contractor Rept . NASA Theory end Application of Lyepunou ' s Direct Method â€¢ 1963