Computer Algorithm for Spectral Factorization of Rational Matrices
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Publication:5537024
DOI10.1147/rd.122.0163zbMath0155.48704OpenAlexW2042561730MaRDI QIDQ5537024
Publication date: 1968
Published in: IBM Journal of Research and Development (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1147/rd.122.0163
Related Items (19)
Unnamed Item ⋮ LQG optimal and robust controller design for nonlinear stochastic systems: Multivariable case ⋮ A Toeplitz algorithm for polynomial \(J\)-spectral factorization ⋮ On a Schur-algorithm based approach to spectral factorization: State- space formulae ⋮ LQG controller synthesis with noise spectral uncertainties and nonlinear time-varying perturbations ⋮ A note on backward prediction for multivariate ARMA processes ⋮ Moving Average Representations for Multivariate Stationary Processes ⋮ Multivariable control design for stochastic systems with saturated driving: LQG optimal approach ⋮ Solution of the discrete-time stochastic optimal control problem in the 2-domain ⋮ The design of finite-time optimal multivariable systems ⋮ Factorization procedure for a class of rational matrices ⋮ A convergence theorem for spectral factorization ⋮ A numerical method for factorizing the rational spectral density matrix ⋮ Resolvent-based tools for optimal estimation and control via the Wiener–Hopf formalism ⋮ Factorization of moving-average spectral densities by state-space representations and stacking ⋮ Robust LQG optimal controller design for multivariable discrete saturating systems with noise spectral uncertainties and nonlinear time- varying unmodeled dynamics ⋮ Robust LQG optimal controller synthesis against noise spectral uncertainties and nonlinear time-varying unmodeled dynamics ⋮ Optimization in the Hardy space and the problem of the parametrization of controllers ⋮ Efficient algorithm for matrix spectral factorization
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