Algorithm for Spectral Factorization of Polynomial Matrices with Any Signature

摘要

An algorithm for spectral factorization of polynomial matrices with any signatureon the stability boundary (non-positive, non-negative definite, indefinite, singular, etc.) is described. Conditions for the existence of a spectral factor are given and its uniqueness is discussed. A package of MATLAB programs to computer the spectral factor is documented in the appendix and included on a diskette.