Analytical and Numerical Behavior of the Spectral Factorization

摘要

This paper gives a detailed investigation of the properties of the spectral factorization mapping and of the Herglotz-Riesz transformation. It characterizes the set of all functions for which these operations are bounded and continuous. Consequences for the behavior of numerical algorithms for the calculation of the spectral factors are discussed and compared with the inner-outer factorization mapping.