A numerical algorithm for matrix spectral factorization on the real line
Complex Variables
2024-02-12 v1
Abstract
In this paper, the Janashia-Lagvilava matrix spectral factorization algorithm, which is designed for power spectral density functions defined on the unit circle, is extended to the real line. The proposed algorithm can be used directly for continuous-time models
Keywords
Cite
@article{arxiv.2402.06381,
title = {A numerical algorithm for matrix spectral factorization on the real line},
author = {Lasha Ephremidze},
journal= {arXiv preprint arXiv:2402.06381},
year = {2024}
}
Comments
8 pages