Spectral factorization of time-varying covariance functions: The singular case
- 1 March 1970
- journal article
- Published by Springer Nature in Theory of Computing Systems
- Vol. 4 (1) , 10-23
- https://doi.org/10.1007/bf01705880
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- Convergence properties of Riccati equation solutionsIEEE Transactions on Automatic Control, 1968
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- Extensions of quadratic minimization theory I. Finite time results†International Journal of Control, 1968
- The relationship of alternate state-space representations in linear fiitering problemsIEEE Transactions on Automatic Control, 1967
- Factoring the spectral matrixIEEE Transactions on Automatic Control, 1963
- On the factorization of rational matricesIEEE Transactions on Information Theory, 1961