
Accession Number : AD0643119
Title : SPECTRAL FACTORIZATION BY ALGEBRA.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF STANFORD ELECTRONICS LABS
Personal Author(s) : Anderson,B. D. O.
Report Date : SEP 1966
Pagination or Media Count : 21
Abstract : The problem of giving a spectral factorization of a class of matrices arising in Wiener filtering theory and network synthesis is tackled via an algebraic procedure. A quadratic matrix equation involving only constant matrices is shown to possess solutions which directly define a solution to the spectral factorization problem. A spectral factor with a stable inverse is defined by that unique solution to the quadratic equation which also satisfies a certain eigenvalue inequality. Solution of the quadratic matrix equation and incorporation of the eigenvalue inequality constraint are made possible through determination of the eigenvectors of a matrix formed from the coefficient matrices of the quadratic equation. (Author)
Descriptors : (*MATRICES(MATHEMATICS), *FACTOR ANALYSIS), POLYNOMIALS, ALGEBRA, INFORMATION THEORY, NETWORKS, SYNTHESIS
Subject Categories : Electrical and Electronic Equipment
Statistics and Probability
Cybernetics
Distribution Statement : APPROVED FOR PUBLIC RELEASE