An algebraic solution to the spectral factorization problem

  title={An algebraic solution to the spectral factorization problem},
  author={B. Anderson},
  journal={IEEE Transactions on Automatic Control},
  • 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


Publications citing this paper.
Showing 1-10 of 29 extracted citations

Security in cyber-physical systems: Controller design against Known-Plaintext Attack

2015 54th IEEE Conference on Decision and Control (CDC) • 2015
View 1 Excerpt

High Performance Implementations of the BST Method on Hybrid CPU-GPU Platforms

2012 IEEE 10th International Symposium on Parallel and Distributed Processing with Applications • 2012
View 1 Excerpt

H-infinity control based scheduler for the deployment of Small Cell Networks

2011 International Symposium of Modeling and Optimization of Mobile, Ad Hoc, and Wireless Networks • 2011


Publications referenced by this paper.
Showing 1-5 of 5 references

A system theory criterion for positive real matrices

N . Wiener, L. Masani, +26 authors 1963. 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, • 1967
View 2 Excerpts

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 • 1963

On the factorization of rational matrices

IRE Trans. Information Theory • 1961

Spectral factorizationcomputational aspects

M. C. Davis, B. D. Anderson

Similar Papers

Loading similar papers…