AN ITERATIVE METHOD FOR MATRIX SPECTRAL FACTORIZATION

被引：7

作者：

HARRIS, TJ ^{[1
]}

DAVIS, JH ^{[1
]}

机构：

[1] QUEENS UNIV,DEPT MATH & STAT,KINGSTON K7L 3N6,ONTARIO,CANADA

来源：

SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1992年 / 13卷 / 02期

关键词：

MULTIVARIABLE SPECTRAL FACTORIZATION; RICATTI EQUATION; CONJUGATE PERIODIC FUNCTION; DISCRETE HILBERT TRANSFORM; OPTIMAL CONTROL; ATTENUATION FACTORS;

D O I：

10.1137/0913029

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A computationally efficient algorithm is implemented to factorize a multivariate spectrum at a discrete number of frequencies. This method uses an iterative causal projection procedure to factorize the spectrum. The causal projection is computed using fast Fourier transforms.

引用

页码：531 / 540

页数：10

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