Some computing methods in stationary finite-dimensional SLQPs

  • A. Cheremensky
  • V. Fomin
Part of the Mathematics and Its Applications book series (MAIA, volume 345)


Let us turn to stationary finite-dimensional SLQPs on the infinite time interval with the aim to give some computing methods. By the reason there are made a survey and a comparative analysis of different traditional methods as well as some new ones. As mentioned above solving SLQP under consideration closely connects with spectral factorization and separation of rational matrix functions positive on the unit circle or on the the real axis. The aim of this chapter is to select the most perspective methods of solving the SLQP under consideration. For the sake of brevity, let us stop on the discrete case in more detail.


Unit Circle Unit Disk Spectral Function Matrix Function Stationary Time Series 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media Dordrecht 1996

Authors and Affiliations

  • A. Cheremensky
    • 1
  • V. Fomin
    • 2
  1. 1.Institute of MechanicsBulgarian Academy of SciencesSofiaBulgaria
  2. 2.Department of Mathematics and MechanicsSt Petersburg UniversitySt Petersburg-PetrodvoretzRussia

Personalised recommendations