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Left versus right canonical Wiener-Hopf factorization and realization

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Abstract

For an arbitrary rational matrix function, not necessarily analytic at infinity, the existence of a right canonical Wiener-Hopf factorization is characterized in terms of a left canonical Wiener-Hopf factorization. Formulas for the factors in a right factorization are given in terms of the formulas for the factors in a given left factorization. All formulas are based on a special representation of a rational matrix function involving a quintet of matrices.

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Groenewald, G.J., Petersen, M.A. & Zucker, Y. Left versus right canonical Wiener-Hopf factorization and realization. Integr equ oper theory 28, 466–491 (1997). https://doi.org/10.1007/BF01309157

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