论文标题
等级缺乏理性密度的光谱分解
Spectral Factorization of Rank-Deficient Rational Densities
论文作者
论文摘要
尽管有数百种用于求解理性频谱分解的方法，但其中大多数是基于正定密度矩阵假设的。在这项工作中，我们提出了一种新的方法，即对低级光谱密度的光谱分解，将其扩展到最小相位的全等因素。与低级光谱因素化的其他几种方法相比，我们的方法使用了一个因素内部的确定性关系，从而提高了高计算效率。此外，我们将表明此方法很容易用于识别低级别过程和Wiener滤波器。
Though there have been hundreds of methods on solving rational spectral factorization, most of them are based on a positive definite density matrix assumption. In this work, we propose a novel approach on the spectral factorization of a low-rank spectral density, to a minimum-phase full-rank factor. Compared with other several approaches on low-rank spectral factorizations, our approach uses the deterministic relation inside a factor, leading to a high computation efficiency. In addition, we shall show that this method is easily used in identification of low-rank processes and Wiener Filter.
