Spectral Factorization and Nevanlinna - Pick Interpolation *

نویسنده

  • P. KHARGONEKAR
چکیده

We develop a spectral factorization algorithm based on linear fractional transformations and on the Nevanlinna-Pick interpolation theory. The algorithm is recursive and depends on a choice of points (Zk, k 1, 2, ") inside the unit disk. Under a mild condition on the distribution of the zk's, the convergence of the algorithm is established. The algorithm is flexible and convergence can be influenced by the selection of Zk' S.

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تاریخ انتشار 1987