Spectral Factorization of a Class of Matrix-Valued Spectral Densities
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]
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|Source:||Siam Journal on Control and Optimization|
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