# Robust spectral factor approximation of discrete-time frequency domain power spectras

@article{Hinnen2005RobustSF, title={Robust spectral factor approximation of discrete-time frequency domain power spectras}, author={Karel Hinnen and Michel Verhaegen and Nick Doelman}, journal={Autom.}, year={2005}, volume={41}, pages={1791-1798} }

This paper presents a subspace-based identification algorithm for estimating the state-space quadruple [A,B,C,D] of a minimum-phase spectral factor from matrix-valued power spectrum data. For a given pair [A,C] with A stable, the minimum-phase property is guaranteed via the solution of a conic linear programming (CLP) problem. In comparison with the classical LMI-based solution, this results in a more efficient way to minimize the weighted 2-norm of the error between the estimated and given… CONTINUE READING

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