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December 1, 1972SIAM Journal on Applied Mathematics218 citations

The Factorization of Matricial Spectral Densities

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GWG. Tunnicliffe Wilson

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Abstract

A new iterative solution is given, for the problem of inner-outer factorization of matricial spectral density functions. Convergence properties of the solution are stated, and two methods of implementing the solution are given, together with an example.

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G. Tunnicliffe Wilson (1972) studied this question.

synapsesocial.com/papers/6a22115d505988242b494018https://doi.org/10.1137/0123044
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