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Spectral factorization of matrix-valued functions using interpolation theory

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2 Author(s)
Georgiou, T.T. ; Dept. of Electr. & Comput. Eng., Iowa State Univ., Ames, IA, USA ; Khargonekar, P.P.

An approach is developed for the spectral factorization of matrix-valued functions. The key idea was first introduced by Georgiou and Khargonekar (see IEEE Trans. Automat. Contr., vol. AC-31, p.345-348, 1986, and SIAM J. Contr. Opt., vol.25, no.3, p.754-766, 1987) where results were obtained for the scalar case. A version of the Nevanlinna-Pick algorithm that applies to matrix-valued functions is used, and results in interpolation theory with matrix-valued functions analytic on the unit disk are incorporated

Published in:
Circuits and Systems, IEEE Transactions on  (Volume:36 ,  Issue: 4 )

Date of Publication: Apr 1989

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