Factorization of discrete-process spectral matrices (Corresp.)

In this correspondence, we consider factoring the spectral matrix of discrete-time systems. The factoring involves finding a matrix
H(z)
such that
H(z^{-1})H^T (z)
equals the spectral matrix and that both
H(z)
and
H^{-1} (z)
are stable and nonanticipatory. The purpose of this paper is to present a new method for obtaining such a spectral factorization.