Spectral factorization

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


Anderson, B., K. Hitz, and N. Diem. 1974. Recursive Algorithm for Spectral Factorization.” IEEE Transactions on Circuits and Systems 21 (6): 742–50.
Antoulas, Athanasios C., ed. 1991. Mathematical System Theory: The Influence of R. E. Kalman. Berlin, Heidelberg: Springer Berlin Heidelberg.
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.
Davis, M. 1963. Factoring the Spectral Matrix.” IEEE Transactions on Automatic Control 8 (4): 296–305.
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.
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 Wiener–Hopf Factorization.” Edited by Kok Lay Teo. Cogent Mathematics 2 (1): 1074773.
Sayed, A. H., and T. Kailath. 2001. A Survey of Spectral Factorization Methods.” Numerical Linear Algebra with Applications 8 (6-7): 467–96.
Wilson, G. Tunnicliffe. 1972. The Factorization of Matricial Spectral Densities.” SIAM Journal on Applied Mathematics 23 (4): 420–26.
Youla, D., J. Bongiorno, and H. Jabr. 1976. Modern Wiener–Hopf Design of Optimal Controllers Part I: The Single-Input-Output Case.” IEEE Transactions on Automatic Control 21 (1): 3–13.

No comments yet. Why not leave one?

GitHub-flavored Markdown & a sane subset of HTML is supported.