A New Method of Matrix Spectral Factorization

Details A New Method of Matrix Spectral Factorization A New Method of Matrix Spectral Factorization

2009-09-29

arxiv.org/abs/0909.5361v1

Mathematics

Complex Variables

23 pages

Scientific paper

A new method of matrix spectral factorization is proposed which reliably
computes an approximate spectral factor of any matrix spectral density that
admits spectral factorization

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