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Diffstat (limited to 'modules/cacsd/macros/cfspec.sci')
-rwxr-xr-x | modules/cacsd/macros/cfspec.sci | 28 |
1 files changed, 28 insertions, 0 deletions
diff --git a/modules/cacsd/macros/cfspec.sci b/modules/cacsd/macros/cfspec.sci new file mode 100755 index 000000000..2ef0d73a9 --- /dev/null +++ b/modules/cacsd/macros/cfspec.sci @@ -0,0 +1,28 @@ +// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab +// Copyright (C) INRIA - +// +// This file must be used under the terms of the CeCILL. +// This source file is licensed as described in the file COPYING, which +// you should have received as part of this distribution. The terms +// are also available at +// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + + +function [gm]=cfspec(g) + //[gm]=cfspec(g) computes a co-spectral factorization: + // g = gm*gtild(gm) + //with stable gm and gm^-1 ( gm^-1 = invsyslin(gm) ). + //-- g: syslin list defining the linear system g + //-- gm: + //Assumptions: + //- g is invertible ( inv(D) exists ), + //- g and g^1 (invsyslin(g)) have no poles on the imaginary axis. + //- gtild(g) = g. + // (poles and zeros of g are symmetric wrt imaginary axis)) + //- g(+oo) = D is positive definite. + //! + + if type(g)==1 then gm=chol(g),return,end, + gm=fspec(g'), + gm=gm' +endfunction |