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Spectral Factorization of a Class of Matrix-Valued Spectral Densities

Nurdin, Hendra

Description

Recently, a necessary and sufficient uniform log-integrability condition has been established for the canonical spectral factorization mapping to be sequentially continuous. However, this condition, along with several other equivalent conditions, is not straightforward to verify. In this paper, we first derive a new set of easily checkable sufficient conditions which guarantee uniform log-integrability. Based on the newly derived conditions, we establish the existence of certain convergent...[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
URI: http://hdl.handle.net/1885/23691
Source: Siam Journal on Control and Optimization
DOI: 10.1137/040621089

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