Factorization of matrix polynomials and rational matrices (Q677585)
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scientific article; zbMATH DE number 998449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factorization of matrix polynomials and rational matrices |
scientific article; zbMATH DE number 998449 |
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Factorization of matrix polynomials and rational matrices (English)
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4 May 1997
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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.
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Riccati equation
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spectral factor
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