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Factorization of spectra by discrete Fourier transforms (Corresp.)

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1 Author(s)

A discrete Fourier transform method for factoring arbitrary spectral density functions is presented. The factorization can be implemented in a straightforward and efficient manner, and it does not require that the spectra be rational. An expression for the absolute error is also presented.

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Information Theory, IEEE Transactions on  (Volume:16 ,  Issue: 4 )