Scilab 6.0.0
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See the recommended documentation of this function
specfact
spectral factor
Syntax
[W0,L]=specfact(A,B,C,D)
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
See also
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