Implementing the Iakoubovski-Merino spectral factorization algorithm using state-space methods

DOI10.1016/j.sysconle.2009.02.008zbMath1161.93014OpenAlexW1973998223MaRDI QIDQ1021455

Bart Taub

Publication date: 8 June 2009

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2009.02.008

zbMATH Keywords

spectral factorizationstate-space methods

Mathematics Subject Classification ID

Related Items (1)

Signal-jamming in the frequency domain

Cites Work

• Unnamed Item
• The dynamics of strategic information flows in stock markets
• Minimal factorization of matrix and operator functions
• Optimal Hankel Norm Model Reductions and Wiener–Hopf Factorization I: The Canonical Case
• The Factorization of Matricial Spectral Densities

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