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