Factorization of spectra by discrete Fourier transforms (Corresp.)
- 1 July 1970
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 16 (4) , 484-485
- https://doi.org/10.1109/tit.1970.1054502
Abstract
A discrete Fourier transform method for factoring arbitrary spectral density functions is presented. The factorization can be implemented in a straightforward and efficient manner, and it does not require that the spectra be rational. An expression for the absolute error is also presented.Keywords
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