specfact

Description

Given a spectral density matrix phi(s):

-1                   -1
R + C*(s*I-A) * B  +  B'*(-s*I-A') * C'  with R=D+D' > 0

specfact computes W0 and L such that W(s)=W0+L*(s*I-A)^-1*B is a spectral factor of of PHI(s), i.e.

phi(s)=W'(-s)*W(s)

Examples

A=diag([-1,-2]);B=[1;1];C=[1,1];D=1;s=poly(0,'s');
W1=syslin('c',A,B,C,D);
phi=gtild(W1,'c')+W1;
phis=clean(ss2tf(phi))
clean(phis-horner(phis,-s)');   //check this is 0...
[A,B,C,D]=abcd(W1);
[W0,L]=specfact(A,B,C,D);
W=syslin('c',A,B,L,W0)
Ws=ss2tf(W);
horner(Ws,-s)*Ws

See also

• gtild — tilde operation
• sfact — discrete time spectral factorization
• fspecg — stable factorization of continuous time dynamical systems