Factorization of matrix polynomials and rational matrices (Q677585)

In this article the author uses the (old) idea of writing the spectral density \(\Phi\) as \(N^*N+ D^*D\), where \(N/D\) is the transfer of a stable system. Next by using a minimal state-space realization of \(N/D\) and solving the corresponding algebraic Riccati equation, the spectral factor of \(\Phi\) is obtained.