Spectral factorizaton using analytic interpolation theory

In this paper, we present a novel spectral factorization algorithm based on linear fractional transformations and the Nevanlinna-Pick interpolation theory. The algorithm is recursive and depends on a choice of points (zk, k=1, 2, ...), inside the unit disk. A mild condition on the distribution of the zk's ensures convergence of the algorithm. The algorithm is quite flexible and convergence can be controlled by the selection of zK's.