Spectral Factorization using Matlab

Finds the spectral factor polynomial d for the problem ara* +cqc* = dd*

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2019/12/20

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The problem crops up a lot in signal processing and in continuous-time was invented by N,Wiener. The discrete-time version has been around for over 50 years. Linear-quadratic control problems (LQG) also use this method. This is a different method of solution using feedback-control developed by the author. See example program and function.

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Tom Moir (2026). Spectral Factorization using Matlab (https://ww2.mathworks.cn/matlabcentral/fileexchange/73741-spectral-factorization-using-matlab), MATLAB Central File Exchange. 检索时间: .

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