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The Factorization of Matricial Spectral Densities

G. Tunnicliffe Wilson

Source record

Source: Crossref

Published: Dec 1, 1972

DOI: 10.1137/0123044

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Source 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.

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The Factorization of Matricial Spectral Densities — Mathematical Frontier Network