Abstract
The central theme of this chapter is the state space analysis of rational matrix functions with Hermitian values either on the real line, on the imaginary axis, or on the unit circle. The main focus will be on rational matrix functions that take positive definite values on one of these contours. It will be shown that if W is such a function, then W admits a spectral factorization, i.e., a canonical factorization W=W−W+ with an additional symmetry between the corresponding factors, depending on the contour.
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© 2010 Birkhäuser/Springer Basel AG
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Bart, H., Kaashoek, M.A., Ran, A.C.M. (2010). Factorization of positive definite rational matrix functions. In: A State Space Approach to Canonical Factorization with Applications. Operator Theory: Advances and Applications, vol 200. Birkhäuser Basel. https://doi.org/10.1007/978-3-7643-8753-2_10
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DOI: https://doi.org/10.1007/978-3-7643-8753-2_10
Publisher Name: Birkhäuser Basel
Print ISBN: 978-3-7643-8752-5
Online ISBN: 978-3-7643-8753-2
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