Computational aspects of spectral factorization and the tangential Schur algorithm

Recently, several mathematical results and techniques related to the Nevanlinna-Pick interpolation problem have found important applications in a variety of control system theoretic problems. The solution of the Nevanlinna-Pick problem is obtained in an inductive way through the Schur algorithm. In an earlier work (1988), the author used the Schur algorithm as a means to achieve spectral factorization. Here, he continues that work, in particular, investigating the Schur algorithm in the context of the tangential Nevanlinna-Pick problem. This provides a computationally simple scheme for spectral factorization of matrix-valued functions.<
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