Spectral Factorization using Matlab
Version 1.0.0 (2.79 KB) by
Tom Moir
Finds the spectral factor polynomial d for the problem ara* +cqc* = dd*
The problem crops up a lot in signal processing and in continuous-time was invented by N,Wiener. The discrete-time version has been around for over 50 years. Linear-quadratic control problems (LQG) also use this method. This is a different method of solution using feedback-control developed by the author. See example program and function.
Cite As
Tom Moir (2024). Spectral Factorization using Matlab (https://www.mathworks.com/matlabcentral/fileexchange/73741-spectral-factorization-using-matlab), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2019b
Compatible with any release
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- Signal Processing > Signal Processing Toolbox > Transforms, Correlation, and Modeling > Signal Modeling >
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1.0.0 |