SPECTRAL FACTORIZATION AND NEVANLINNA-PICK INTERPOLATION.

Tryphon T. Georgiou, Pramod P. Khargonekar

Research output: Contribution to journalArticle

12 Scopus citations

Abstract

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 (z//k, k equals 1,2,. . . ) inside the unit disk. Under a mild condition on the distribution of the z//k's, the convergence of the algorithm is established. The algorithm is flexible and convergence can be influenced by the selection of z//k's.

Original languageEnglish (US)
Pages (from-to)754-766
Number of pages13
JournalSIAM Journal on Control and Optimization
Volume25
Issue number3
DOIs
StatePublished - Jan 1 1987

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