An Iterative Method for Matrix Spectral Factorization

DOI10.1137/0913029zbMath0748.65041OpenAlexW2018331356MaRDI QIDQ3991049

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Publication date: 28 June 1992

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0913029

zbMATH Keywords

optimal controlspectral factorizationfast Fourier transformdiscrete Hilbert transformattenuation factorsmultivariate spectrumconjugate periodic functioniterative causal projection procedure

Mathematics Subject Classification ID

Factorization of matrices (15A23) Matrices over function rings in one or more variables (15A54)

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