David83
Advanced Member level 1
Hi,
I have this equation:
\[g_1^*(q)h_1^*(q)g_1(q^{-1})h_1(q^{-1})+g_2^*(q)h_2^*(q)g_2(q^{-1})h_2(q^{-1})\]
where
\[g_1(q^{-1})=g_{10}+g_{11}q^{-1}+\cdots+g_{1N}q^{-N}\]
and the same for h. \[q^{-1}\] is the time delay unit, and \[q\] is the time advance unit. I need to find the spectral factorization of this in the form of \[f(q^{-1})f^*(q)\], and I have no clue how to do that. Any hint will be highly appreciated.
Regards
I have this equation:
\[g_1^*(q)h_1^*(q)g_1(q^{-1})h_1(q^{-1})+g_2^*(q)h_2^*(q)g_2(q^{-1})h_2(q^{-1})\]
where
\[g_1(q^{-1})=g_{10}+g_{11}q^{-1}+\cdots+g_{1N}q^{-N}\]
and the same for h. \[q^{-1}\] is the time delay unit, and \[q\] is the time advance unit. I need to find the spectral factorization of this in the form of \[f(q^{-1})f^*(q)\], and I have no clue how to do that. Any hint will be highly appreciated.
Regards