A Parametrization of External Spectral Factors
نویسنده
چکیده
We study the geometric structure of the spectral factors of a given spectral density Φ. We show that these factors can be associated to a set of invariant subspaces and we exhibit the manifold structure of this set, providing also an explicit parametrization for it, in the special case of coinciding algebraic and geometric multiplicity of the zeros of the maximum-phase spectral factor. We also make some connection with the set of solutions to the Riccati Inequality. 1991 Mathematics Subject Classification: 93E03
منابع مشابه
On the Geometry of External Spectral Factors and the Riccati Inequality
We study the geometric structure of the spectral factors of a given spectral density Φ. We show that these factors can be associated to a set of invariant subspaces and we exhibit the manifold structure of this set, providing also an explicit parametrization for it. We also make some connection with the set of solutions to the Riccati Inequality. 1991 Mathematics Subject Classification: 93E03
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