Continuity of the spectral factorization on a vertical strip

Birgit Jacob, Joseph Winkin, Hans Zwart

    Research output: Contribution to journalArticlepeer-review

    Abstract

    The continuity of the mapping which associates a spectral factor to a spectral density is investigated. This mapping can be defined on several classes of spectral densities and spectral factors. For the usual largest class of spectral densities, i.e., essential bounded functions on the imaginary axis that are bounded away from zero, it is known that this mapping is not continuous. It is shown here that for slightly smaller, but still generic class the mapping becomes continuous.

    Original languageEnglish
    Pages (from-to)183-192
    Number of pages10
    JournalSystems and Control Letters
    Volume37
    Issue number4
    DOIs
    Publication statusPublished - 26 Jul 1999

    Keywords

    • Approximate spectral factorization
    • Coercivity
    • Spectral density
    • Spectral factor

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