A New Approach to Spectral Factorization of a Class of Matrix-Valued Spectral Densities
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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]
Collections | ANU Research Publications |
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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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