On the Factorization of Rational Discrete-Time Spectral Densities

DOI10.1109/TAC.2015.2446851zbMath1359.93462arXiv1410.0765OpenAlexW3103985981MaRDI QIDQ2980602

Giacomo Baggio, Augusto Ferrante

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.0765

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Algebraic methods (93B25) Realizations from input-output data (93B15)

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Spectral Factorization of Rank-Deficient Rational Densities ⋮ Choosing between identification schemes in noisy-news models ⋮ Robustness analysis of the feedback interconnection of discrete-time negative imaginary systems via integral quadratic constraints ⋮ Matrix spectral factorization for SA4 multiwavelet

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