| Title:
|
New algorithm for polynomial spectral factorization with quadratic convergence. I (English) |
| Author:
|
Vostrý, Zdeněk |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
11 |
| Issue:
|
6 |
| Year:
|
1975 |
| Pages:
|
(415)-422 |
| . |
| Category:
|
math |
| . |
| MSC:
|
65D20 |
| MSC:
|
65H05 |
| MSC:
|
65K05 |
| idZBL:
|
Zbl 0333.65023 |
| idMR:
|
MR0400658 |
| . |
| Date available:
|
2009-09-24T16:48:24Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125732 |
| . |
| Related article:
|
http://dml.cz/handle/10338.dmlcz/124169 |
| . |
| Reference:
|
[1] G. T. Wilson: Factorization of the covariance generating function of a pure moving average process.SIAM J. Numer. Anal. 6 (1969), 1-7. Zbl 0176.46401, MR 0253561 |
| Reference:
|
[2] J. Rissanen: Algorithm for triangular decomposition of block Hankel and Toeplity matrices with application to factoring positive matrix polynomial.Mathematics of computation 27 (1973), 147-154. MR 0329235 |
| Reference:
|
[3] G. T. Wilson: The factorization of matricial spectral densities.SIAM J. Appl. Math. 23, (1972), 420-426. MR 0331843 |
| Reference:
|
[4] W. G. Tuel, Jr.: Computer algorithm for spectral factorization of rational matrices.IBM J. (1968), 163-170. Zbl 0155.48704 |
| . |
