sfactdiscrete time spectral factorizationCalling SequenceF=sfact(P)ArgumentsPreal polynomial matrixDescription
Finds F, a spectral factor of
P. P is a polynomial matrix such that
each root of P has a mirror image w.r.t the unit
circle. Problem is singular if a root is on the unit circle.
sfact(P) returns a polynomial matrix
F(z) which is antistable and such that
P = F(z)* F(1/z) *z^n
For scalar polynomials a specific algorithm is implemented.
Algorithms are adapted from Kucera's book.
ExamplesSee Also
gtild
fspecg