The Factorization of Matricial Spectral Densities
SIAM Journal on Applied MathematicsPublished 1 December 1972
G. Tunnicliffe Wilson
Citations215
SJR quartileQ1
SJR score0.83
SNIP1.14
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Abstract
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.
Keywords
Computer Science
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