Spectral factorization and stochastic realization with zeros on the unit circle

被引：0
|
作者：
Ferrante, A [1 ]
Picci, G [1 ]
Pinzoni, S [1 ]
机构：
[1] Univ Padua, Dipartimento Ingn Informaz, I-35131 Padua, Italy
来源：
42ND IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-6, PROCEEDINGS | 2003年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We study the spectral factorization problem of a rational m x m spectral density matrix Phi(z) = Phi(z(-1))(T) which has zeros on the unit circle. In the control/estimation literature this situation is either excluded by assuming appropriate stabilizability and detectability conditions or is discussed only partially. Here we provide what seems to be a complete solution, at least in the full-rank case.
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页码：1398 / 1403
页数：6
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