Spectral Factorization of a Class of Matrix‐Valued Spectral Densities

DOI10.1137/040621089zbMath1153.62071OpenAlexW2003555891WikidataQ62045216 ScholiaQ62045216MaRDI QIDQ3593017

Hendra I. Nurdin

Publication date: 24 September 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040621089

zbMATH Keywords

spectral factorizationrational approximationrational covariance extensionnonrational spectral density

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Approximation in the complex plane (30E10) Approximation by rational functions (41A20) Algorithms for approximation of functions (65D15)

Related Items (1)

New results on the rational covariance extension problem with degree constraint

This page was built for publication: Spectral Factorization of a Class of Matrix‐Valued Spectral Densities