Spectral factorization and stochastic realization with zeros on the unit circle
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Ferrante, A
[1
]
Picci, G
论文数: 0引用数: 0
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机构:
Univ Padua, Dipartimento Ingn Informaz, I-35131 Padua, ItalyUniv Padua, Dipartimento Ingn Informaz, I-35131 Padua, Italy
Picci, G
[1
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Pinzoni, S
论文数: 0引用数: 0
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机构:
Univ Padua, Dipartimento Ingn Informaz, I-35131 Padua, ItalyUniv Padua, Dipartimento Ingn Informaz, I-35131 Padua, Italy
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
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2003年
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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.