Recursive Algorithm for Spectral Factorization

Brian D.O. Anderson; N. D. Diem; Konrad L. Hitz

doi:10.1109/TCS.1974.1083942

Recursive Algorithm for Spectral Factorization

Brian D.O. Anderson, N. D. Diem, Konrad L. Hitz

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

83 Citations (Scopus)

Abstract

This paper describes a recursive computational algorithm for computing spectral factors of continuous-time and discrete-time power spectrum matrices. The matrices need not be positive definite. Convergence rates of the recursive equation are studied.

Original language	English
Pages (from-to)	742-750
Number of pages	9
Journal	IEEE Transactions on Circuits and Systems
Volume	21
Issue number	6
DOIs	https://doi.org/10.1109/TCS.1974.1083942
Publication status	Published - Nov 1974
Externally published	Yes

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10.1109/TCS.1974.1083942

https://users.cecs.anu.edu.au/~briandoa/pubs/hidden/R111AN189.pdf

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title = "Recursive Algorithm for Spectral Factorization",

abstract = "This paper describes a recursive computational algorithm for computing spectral factors of continuous-time and discrete-time power spectrum matrices. The matrices need not be positive definite. Convergence rates of the recursive equation are studied.",

author = "Anderson, \{Brian D.O.\} and Diem, \{N. D.\} and Hitz, \{Konrad L.\}",

year = "1974",

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AU - Diem, N. D.

AU - Hitz, Konrad L.

PY - 1974/11

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N2 - This paper describes a recursive computational algorithm for computing spectral factors of continuous-time and discrete-time power spectrum matrices. The matrices need not be positive definite. Convergence rates of the recursive equation are studied.

AB - This paper describes a recursive computational algorithm for computing spectral factors of continuous-time and discrete-time power spectrum matrices. The matrices need not be positive definite. Convergence rates of the recursive equation are studied.

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SP - 742

EP - 750

JO - IEEE Transactions on Circuits and Systems

JF - IEEE Transactions on Circuits and Systems

IS - 6

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Recursive Algorithm for Spectral Factorization

Abstract

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