A characterization of minimal square spectral factors
- 1 February 1982
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 27 (1), 122-127
- https://doi.org/10.1109/tac.1982.1102861
Abstract
Two different well-known approaches to the spectral factorization problem \Phi(s)=W(s)W'(-s) are connected together by relating the geometric properties of the solution set of the underlying algebraic Riccati equation to the structure of the "all-pass" factor of each minimal solution W(s) .Keywords
This publication has 8 references indexed in Scilit:
- Prying Data out of a Social NetworkPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2009
- Minimal cascade factorization of real and complex rational transfer matricesIEEE Transactions on Circuits and Systems, 1981
- Stochastic Realization and Invariant Directions of the Matrix Riccati EquationSIAM Journal on Control and Optimization, 1980
- A stochastic realization approach to the smoothing problemIEEE Transactions on Automatic Control, 1979
- On the Stochastic Realization ProblemSIAM Journal on Control and Optimization, 1979
- Least squares stationary optimal control and the algebraic Riccati equationIEEE Transactions on Automatic Control, 1971
- The inverse problem of stationary covariance generationJournal of Statistical Physics, 1969
- On the factorization of rational matricesIEEE Transactions on Information Theory, 1961