2010 | OriginalPaper | Buchkapitel
Factorization of positive definite rational matrix functions
verfasst von : Harm Bart, Marinus A. Kaashoek, André C. M. Ran
Erschienen in: A State Space Approach to Canonical Factorization with Applications
Verlag: Birkhäuser Basel
Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.
Wählen Sie Textabschnitte aus um mit Künstlicher Intelligenz passenden Patente zu finden. powered by
Markieren Sie Textabschnitte, um KI-gestützt weitere passende Inhalte zu finden. powered by
The central theme of this chapter is the state space analysis of rational matrix functions with Hermitian values either on the real line, on the imaginary axis, or on the unit circle. The main focus will be on rational matrix functions that take positive definite values on one of these contours. It will be shown that if
W
is such a function, then W admits a spectral factorization, i.e., a canonical factorization
W
=
W
−
W
+
with an additional symmetry between the corresponding factors, depending on the contour.