A Parametrization of the Minimal Square Spectral Factors of a Nonrational Spectral Density
نویسندگان
چکیده
Given a nonrational spectral density, minimality for square spectral factors with singularities in both the left and the right half planes is de ned. A parametrization of all minimal square spectral factors is then provided in terms of left inner divisors of a certain inner function depending only on the spectral density. Some results on matrix inner functions and minor complements on the Lindquist-Picci stochastic realization theory are also obtained as by-products.
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