Spectral factorization of time-varying covariance functions: The singular case

DOI10.1007/BF01705880zbMath0188.47901MaRDI QIDQ5582696

John B. Moore, Brian D. O. Anderson

Publication date: 1970

Published in: Mathematical Systems Theory (Search for Journal in Brave)

zbMATH Keywords

control theory

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Cites Work

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• A Normal form for a Matrix under the Unitary Congruence Group
• Extensions of quadratic minimization theory I. Finite time results
• Extensions of quadratic minimization theory II. Infinite time results
• Spectral factorization of time-varying covariance functions