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A Control Theoretical Approach to the Polynomial Spectral-Factorization Problem

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Abstract

It is shown how, by analogy to analogue control theory, the problem of spectral factorization can be solved using negative feedback. The method is particularly simple to implement and can easily be used in real-time applications. It is shown how the method can blindly identify or track the moving-average (MA) model of a signal generating process using only second-order statistics.

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  1. School of Engineering and Advanced Technology, Massey University at Albany, Auckland, New Zealand

    T. J. Moir

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  1. T. J. Moir
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Correspondence to T. J. Moir.

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Moir, T.J. A Control Theoretical Approach to the Polynomial Spectral-Factorization Problem. Circuits Syst Signal Process 30, 987–998 (2011). https://doi.org/10.1007/s00034-011-9270-4

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  • DOI: https://doi.org/10.1007/s00034-011-9270-4

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