Spectral Factorization using Matlab
Finds the spectral factor polynomial d for the problem ara* +cqc* = dd*
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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 (2026). Spectral Factorization using Matlab (https://se.mathworks.com/matlabcentral/fileexchange/73741-spectral-factorization-using-matlab), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0 (2.79 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0 |
