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A new multichannel spectral factorisation algorithm for parahermitian polynomial matrices

Wang, Zeliang and McWhirter, John 2014. A new multichannel spectral factorisation algorithm for parahermitian polynomial matrices. Presented at: 10th IMA International Conference on Mathematics in Signal Processing, Birmingham, UK, 15-17 December 2014. 10th IMA International Conference on Mathematics in Signal Processing. Institute of Mathematics,

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Abstract

A novel multichannel spectral factorization algorithm is illustrated in this paper. This new algorithm is based on an iterative method for polynomial eigenvalue decomposition (PEVD) called the second order sequential best rotation (SBR2) algorithm [1]. By using the SBR2 algorithm, multichannel spectral factorization problems are simply broken down to a set of single channel problems which can be solved by means of existing one dimensional spectral factorization algorithms. In effect, it transforms the multichannel spectral factorization problem into one which is much easier to solve. The proposed algorithm can be used to calculate the approximate spectral factor of any parahermitian polynomial matrix. Two worked examples are presented in order to demonstrate its ability to find a valid spectral factor, and indicate the level of accuracy which can be achieved.

Item Type: Conference or Workshop Item (Paper)
Date Type: Publication
Status: Published
Schools: Engineering
Subjects: T Technology > TA Engineering (General). Civil engineering (General)
Publisher: Institute of Mathematics
Related URLs:
Date of First Compliant Deposit: 30 March 2016
Last Modified: 09 Jun 2020 01:26
URI: http://orca.cf.ac.uk/id/eprint/69305

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