Abstract
In some earlier publications [10-13] we indicated how the classical Schur algorithm can be used as a method to solve a spectral factorization problem. In the present paper indicate how to obtain a state-space formulation of the theory and formulae for an iterative algorithm for spectral factorization using state-space representations.
Original language | English (US) |
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Pages (from-to) | 123-129 |
Number of pages | 7 |
Journal | Systems and Control Letters |
Volume | 10 |
Issue number | 2 |
DOIs | |
State | Published - Feb 1988 |
Bibliographical note
Funding Information:* This research was supported in part by NSF under Grant No. MIP-8708811 and ECS-8705291.
Keywords
- Schur-algorithm
- Spectral factorization
- State-space formulae