Computational Aspects of Spectral Factorization and the Tangential Schur Algorithm

Tryphon T. Georgiou

Research output: Contribution to journalArticle

7 Scopus citations

Abstract

Recently, several mathematical results and techniques related to the so-called Nevanlinna-Pick interpolation problem have found important applications in a variety of Control/System theoretic problems. The solution of the Nevanlinna-Pick problem is obtained in an inductive way through the so-called Schur algorithm. In earlier work, we have exploited the Schur algorithm as a means to achieve spectral factorization. The present paper is a continuation of that work, in particular, we investigate the Schur algorithm in the context of the tangential Nevanlinna-Pick problem. This provides a computationally simple scheme for spectral factorization of matrix-valued functions.

Original languageEnglish (US)
Pages (from-to)103-108
Number of pages6
JournalIEEE transactions on circuits and systems
Volume36
Issue number1
DOIs
StatePublished - Jan 1989

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