Spectral Factorization using Matlab

Version 1.0.0 (2.79 KB) by Tom Moir
Finds the spectral factor polynomial d for the problem ara* +cqc* = dd*
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Updated 20 Dec 2019

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The problem crops up a lot in signal processing and in continuous-time was invented by N,Wiener. The discrete-time version has been around for over 50 years. Linear-quadratic control problems (LQG) also use this method. This is a different method of solution using feedback-control developed by the author. See example program and function.

Cite As

Tom Moir (2026). Spectral Factorization using Matlab (https://www.mathworks.com/matlabcentral/fileexchange/73741-spectral-factorization-using-matlab), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2019b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0