Computer algorithm for spectral factorization of rational matrices

Authors:
W. G. Tuel
Affiliations:
Research Division, San Jose, California
Venue:
IBM Journal of Research and Development
Year:
1968

Citing 1
Cited 4

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Abstract

An algorithm is derived for the numerical spectral factorization of matrices arising in optimal filter design. The method uses a bilinear transformation to convert the factorization problem into a stable nonlinear difference equation of the Riccati type. The computer solution of several examples is presented to illustrate the technique.