Spectral factorization



Placeholder, for a useful subcategory of Wiener-Hopf methods.

References

Anderson, B., K. Hitz, and N. Diem. 1974. “Recursive Algorithm for Spectral Factorization.” IEEE Transactions on Circuits and Systems 21 (6): 742–50. https://doi.org/10.1109/TCS.1974.1083942.
Antoulas, Athanasios C., ed. 1991. Mathematical System Theory: The Influence of R. E. Kalman. Berlin, Heidelberg: Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-662-08546-2.
Bart, H., I. Gohberg, and M. A. Kaashoek. 1979. Minimal Factorization of Matrix and Operator Functions. Vol. 1. Operator Theory, Advances and Applications, v. 1. Basel ; Boston: Birkhäuser Verlag. https://doi.org/10.1007/978-3-0348-6293-6.
Davis, M. 1963. “Factoring the Spectral Matrix.” IEEE Transactions on Automatic Control 8 (4): 296–305. https://doi.org/10.1109/TAC.1963.1105614.
Gohberg, I., and M. A. Kaashoek. 1991. “The State Space Method for Solving Singular Integral Equations.” In Mathematical System Theory: The Influence of R. E. Kalman, edited by Athanasios C. Antoulas, 509–23. Berlin, Heidelberg: Springer. https://doi.org/10.1007/978-3-662-08546-2_30.
Kucera, V. 1991. “Factorization of Rational Spectral Matrices: A Survey of Methods.” In International Conference on Control 1991. Control ’91, 1074–1078 vol.2.
Najafabadi, Amir T. Payandeh, and Dan Z. Kucerovsky. 2015. “A Weak Approximation for the WienerHopf Factorization.” Edited by Kok Lay Teo. Cogent Mathematics 2 (1): 1074773. https://doi.org/10.1080/23311835.2015.1074773.
Sayed, A. H., and T. Kailath. 2001. “A Survey of Spectral Factorization Methods.” Numerical Linear Algebra with Applications 8 (6-7): 467–96. https://doi.org/10.1002/nla.250.
Wilson, G. Tunnicliffe. 1972. “The Factorization of Matricial Spectral Densities.” SIAM Journal on Applied Mathematics 23 (4): 420–26. https://doi.org/10.1137/0123044.
Youla, D., J. Bongiorno, and H. Jabr. 1976. “Modern WienerHopf Design of Optimal Controllers Part I: The Single-Input-Output Case.” IEEE Transactions on Automatic Control 21 (1): 3–13. https://doi.org/10.1109/TAC.1976.1101139.

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