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

Tryphon T. Georgiou

Research output: Contribution to journalArticlepeer-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 languageEnglish (US)
Pages (from-to)123-129
Number of pages7
JournalSystems and Control Letters
Volume10
Issue number2
DOIs
StatePublished - 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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