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