On the state space and dynamics selection in linear stochastic models: a\n spectral factorization approach

2018/02/01 by Augusto Ferrante, Ferrante, Augusto, Giorgio Picci +1
Computer Science · Physics and Astronomy · #Chaos control and synchronization #FOS: Electrical engineering #Matrix Theory and Algorithms #Nonlinear Dynamics and Pattern Formation #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.1802.00253

openalex publication_date 2018/02/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Matrix spectral factorization is traditionally described as finding spectral\nfactors having a fixed analytic pole configuration. The classification of\nspectral factors then involves studying the solutions of a certain algebraic\nRiccati equation which parametrizes their zero structure. The pole structure of\nthe spectral factors can be also parametrized in terms of solutions of another\nRiccati equation. We study the relation between the solution sets of these two\nRiccati equations and describe the construction of general spectral factors\nwhich involve both zero- and pole-flipping on an arbitrary reference spectral\nfactor.\n

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