A numerical algorithm for matrix spectral factorization on the real line
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866914672499752960 |
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| author | Ephremidze, Lasha |
| author_facet | Ephremidze, Lasha |
| contents | 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 |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_06381 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A numerical algorithm for matrix spectral factorization on the real line Ephremidze, Lasha Complex Variables 47A68 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 |
| title | A numerical algorithm for matrix spectral factorization on the real line |
| topic | Complex Variables 47A68 |
| url | https://arxiv.org/abs/2402.06381 |