We study the spectral factorization problem of a rational m×m spectral density matrix Φ(z) = Φ(z-1)T which has zeros on the unit circle. In the control/estimation literature this situation is either excluded by assuming appropriate stabilizability and detectability conditions or is discussed only partially. Here we provide what seems to be a complete solution, at least in the full-rank case.
Spectral factorization and stochastic realization with zeros on the unit circle
FERRANTE, AUGUSTO;PICCI, GIORGIO;PINZONI, STEFANO
2003
Abstract
We study the spectral factorization problem of a rational m×m spectral density matrix Φ(z) = Φ(z-1)T which has zeros on the unit circle. In the control/estimation literature this situation is either excluded by assuming appropriate stabilizability and detectability conditions or is discussed only partially. Here we provide what seems to be a complete solution, at least in the full-rank case.File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.