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A New Approach to Spectral Factorization of a Class of Matrix-Valued Spectral Densities

Nurdin, Hendra

Description

In this paper we propose a new approach to spectral factorization of a class of matrix-valued spectral densities. Our results are based on a recent necessary and sufficient uniform log-integrability condition for the canonical spectral factorization mapping to be sequentially continuous. In particular, we derive a new set of easily verifiable sufficient conditions for uniform log-integrability to hold. The proposed approach does not require the spectral density to be coercive, and the class to...[Show more]

CollectionsANU Research Publications
Date published: 2005
Type: Conference paper
URI: http://hdl.handle.net/1885/82762
Source: Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference 2005
DOI: 10.1109/CDC.2005.1583110

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