An algorithm for J-spectral factorization of certain matrix functions
Numerical Analysis
2021-03-19 v1 Numerical Analysis
Complex Variables
Abstract
The problems of matrix spectral factorization and J-spectral factorization appear to be important for practical use in many MIMO control systems. We propose a numerical algorithm for J-spectral factorization which extends Janashia-Lagvilava matrix spectral factorization method to the indefinite case. The algorithm can be applied to matrices that have constant signatures for all leading principle submatrices. A numerical example is presented for illustrative purposes.
Keywords
Cite
@article{arxiv.2103.10054,
title = {An algorithm for J-spectral factorization of certain matrix functions},
author = {Lasha Ephremidze and Ilya Spitkovsky},
journal= {arXiv preprint arXiv:2103.10054},
year = {2021}
}