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arxiv: 0909.5361 · v1 · submitted 2009-09-29 · 🧮 math.CV

A New Method of Matrix Spectral Factorization

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keywords spectralfactorizationmatrixmethodadmitsapproximatecomputesdensity
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A new method of matrix spectral factorization is proposed which reliably computes an approximate spectral factor of any matrix spectral density that admits spectral factorization

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