TY - JOUR
T1 - SPECTRAL FACTORIZATION AND NEVANLINNA-PICK INTERPOLATION.
AU - Georgiou, Tryphon T.
AU - Khargonekar, Pramod P.
PY - 1987
Y1 - 1987
N2 - 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.
AB - 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.
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U2 - 10.1137/0325043
DO - 10.1137/0325043
M3 - Article
AN - SCOPUS:0023348192
SN - 0363-0129
VL - 25
SP - 754
EP - 766
JO - SIAM Journal on Control and Optimization
JF - SIAM Journal on Control and Optimization
IS - 3
ER -