A New Approach to Spectral Factorization of a Class of Matrix-Valued Spectral Densities
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|
|Source:||Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference 2005|
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