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.

引用

页码：1398 / 1403

页数：6

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