Spectral Factorization and Nevanlinna-pick Interpolation

@inproceedings{And1987SpectralFA,
  title={Spectral Factorization and Nevanlinna-pick Interpolation},
  author={Tryphon T Georgiou 't And and I PramodPKhargonekar},
  year={1987}
}
  • Tryphon T Georgiou 't " And, Pramod P Khargonekar: I
  • Published 1987
We develop a spectral factorization algorithm based on linear fractional transformations and on the Nevanlinna-Pick interpolation theory. The algorithm is recursive and depends on a choice of points (Zk, k 1, 2, ") inside the unit disk. Under a mild condition on the distribution of the zk's, the convergence of the algorithm is established. The algorithm is flexible and convergence can be influenced by the selection of Zk' S. 

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