A Control Theoretical Approach to Spectral Factorization is Unstable

Local stability analysis of a recently proposed recursive feedback-based approach to spectral factorization is performed. The method is found not to give stability guarantees. Interestingly enough, its global behavior often allows one to obtain reasonable approximations of spectral factorizations if...

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Bibliographic Details
Published in:Circuits, systems, and signal processing systems, and signal processing, 2022-02, Vol.41 (2), p.1201-1206
Main Authors: Meller, Michał, Lasota, Adam
Format: Article
Language:English
Subjects:
Algorithms
Circuits and Systems
Control stability
Control theory
Eigenvalues
Electrical Engineering
Electronics and Microelectronics
Engineering
Factorization
Instrumentation
Polynomials
Short Paper
Signal processing
Signal,Image and Speech Processing
Spectra
Stability analysis
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Summary:Local stability analysis of a recently proposed recursive feedback-based approach to spectral factorization is performed. The method is found not to give stability guarantees. Interestingly enough, its global behavior often allows one to obtain reasonable approximations of spectral factorizations if a suitable stopping criterion is employed.
ISSN:0278-081X
1531-5878
DOI:10.1007/s00034-021-01817-3