Year: 2021
Type: conference-paper
Abstract: The problems of matrix spectral factorization and J-spectral factorization appear to be important for practical use in many MIMO control systems. We propose a numerical algorithm for J–spectral factorization which extends Janashia–Lagvilava matrix spectral factorization method to the indefinite case. The algorithm can be applied to matrices that have constant signatures for all leading principal submatrices. A numerical example is presented for illustrative purposes.
Authors: Lasha Ephremidze, Ilya Spitkovsky
Institutions: New York University Abu Dhabi, New York University
Language: English
Topic: Matrix Theory and Algorithms
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
Funder: National Science Foundation
OpenAlex ID: W3139535688