{"title":"Multidimensional spectral factorization","authors":"D. Goodman, M. Ekstrom","doi":"10.1109/CDC.1978.268011","DOIUrl":null,"url":null,"abstract":"In this paper, we present a procedure for the spectral factorization of multidimensional spectral density functions. Properties of the multidimensional cepstrum are developed and used as a basis for the procedure. In analogy with Wiener's one-dimensional factorization, the resulting factors are stable and realizable (i.e., recursible). A numerical algorithm for performing the factorization is described, along with its use in obtaining unilateral representations of multidimensional random fields.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"27 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1978-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1978.268011","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper, we present a procedure for the spectral factorization of multidimensional spectral density functions. Properties of the multidimensional cepstrum are developed and used as a basis for the procedure. In analogy with Wiener's one-dimensional factorization, the resulting factors are stable and realizable (i.e., recursible). A numerical algorithm for performing the factorization is described, along with its use in obtaining unilateral representations of multidimensional random fields.