An Iterative Method for Matrix Spectral Factorization (Q3991049)
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scientific article; zbMATH DE number 36274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Iterative Method for Matrix Spectral Factorization |
scientific article; zbMATH DE number 36274 |
Statements
An Iterative Method for Matrix Spectral Factorization (English)
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28 June 1992
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discrete Hilbert transform
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conjugate periodic function
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optimal control
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attenuation factors
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spectral factorization
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multivariate spectrum
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iterative causal projection procedure
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fast Fourier transform
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