The Factorization of Matricial Spectral Densities 论文

详细信息

发表期刊/会议

SIAM Journal on Applied Mathematics

发表日期

1972-12-01

发表年份

1972

摘要

A new iterative solution is given, for the problem of inner-outer factorization of matricial spectral density functions. Convergence properties of the solution are stated, and two methods of implementing the solution are given, together with an example.