## Vector-exponential time-series modeling for polynomial J-spectral factorization

- Ishan Pendharkar, H. P. Jai Shanker Pillai, Paolo Rapisarda
- Proceedings of the 44th IEEE Conference on…
- 2005

Highly Influenced

@inproceedings{And1987SpectralFA, title={Spectral Factorization and Nevanlinna-pick Interpolation}, author={Tryphon T Georgiou 't And and I PramodPKhargonekar}, year={1987} }

- 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.