On a Schur-algorithm based approach to spectral factorization: State-space formulae

Tryphon T. Georgiou

doi:10.1016/0167-6911(88)90007-2

On a Schur-algorithm based approach to spectral factorization: State-space formulae

Tryphon T. Georgiou

Electrical and Computer Engineering

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

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)
Pages (from-to)	123-129
Number of pages	7
Journal	Systems and Control Letters
Volume	10
Issue number	2
DOIs	https://doi.org/10.1016/0167-6911(88)90007-2
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

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10.1016/0167-6911(88)90007-2

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title = "On a Schur-algorithm based approach to spectral factorization: State-space formulae",

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.",

keywords = "Schur-algorithm, Spectral factorization, State-space formulae",

author = "Georgiou, {Tryphon T.}",

note = "Funding Information: * This research was supported in part by NSF under Grant No. MIP-8708811 and ECS-8705291.",

year = "1988",

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doi = "10.1016/0167-6911(88)90007-2",

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AU - Georgiou, Tryphon T.

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PY - 1988/2

Y1 - 1988/2

N2 - 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.

AB - 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.

KW - Schur-algorithm

KW - Spectral factorization

KW - State-space formulae

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JF - Systems and Control Letters

SN - 0167-6911

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ER -

On a Schur-algorithm based approach to spectral factorization: State-space formulae

Abstract

Bibliographical note

Keywords

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