A STATE-SPACE APPROACH TO DISCRETE-TIME SPECTRAL FACTORIZATION

被引：4
|
作者：
FAIRMAN, FW
DANYLCHUK, GJ
LOUIE, J
ZAROWSKI, CJ
机构：
[1] Department of Electrical Engineering, Queen’s University, Kingston
来源：
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS | 1992年 / 39卷 / 03期
关键词：
D O I：
10.1109/82.127300
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
The classical state-space approach to continuous-time spectral factorization is used to develop a method for discrete-time spectral factorization. This results in a quadratic matrix equation, which is referred to here as the modified algebraic Riccati equation (MARE). Solving this equation for the factorizing solution constitutes the major part of the computation needed to obtain the spectral factor. Recently developed approaches to the analysis and solution of the matrix Riccati equation encountered in continuous-time control and filtering problems are adapted for use here.
引用
收藏
页码：161 / 170
页数：10
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