On Minimal Spectral Factors with Zeroes and Poles lying on Prescribed Region

In this paper, we consider a general discrete-time spectral factorization problem for rational matrix-valued functions. We build on a recent result establishing existence of a spectral factor whose zeroes and poles lie in any pair of prescribed regions of the complex plane featuring a geometry compatible with symplectic symmetry. In this general setting, uniqueness of the spectral factor is not guaranteed. It was, however, conjectured that if we further impose stochastic minimality, uniqueness can be recovered. The main result of his paper is a proof of this conjecture.Comment: 14 pages, no figures. Revised version with minor modifications. To appear in IEEE Transactions of Automatic Contro

On the Factorization of Rational Discrete-Time Spectral Densities

In this paper, we consider an arbitrary matrix-valued, rational spectral density $\Phi(z)$. We show with a constructive proof that $\Phi(z)$ admits a factorization of the form $\Phi(z)=W^\top (z^{-1})W(z)$, where $W(z)$ is stochastically minimal. Moreover, $W(z)$ and its right inverse are analytic in regions that may be selected with the only constraint that they satisfy some symplectic-type conditions. By suitably selecting the analyticity regions, this extremely general result particularizes into a corollary that may be viewed as the discrete-time counterpart of the matrix factorization method devised by Youla in his celebrated work (Youla, 1961).Comment: 34 pages, no figures. Revised version with partial rewriting of Section I and IV, added Section VI with a numerical example and other minor changes. To appear in IEEE Transactions of Automatic Contro

New mechanization equations for aided inertial navigation systems

Inertial navigation equations are developed which use area navigation (RNAV) waypoints and runway references as coodinate centers. The formulation is designed for aided inertial navigation systems and gives a high numerical accuracy through all phases of flight. A new formulation of the error equations for inertial navigation systems is also presented. This new formulation reduces numerical calculations in the use of Kalman filters for aided inertial navigation systems

Hierarchical theory of quantum dissipation: Partial fraction decomposition scheme

We propose a partial fraction decomposition scheme to the construction of hierarchical equations of motion theory for bosonic quantum dissipation systems. The expansion of Bose--Einstein function in this scheme shows similar properties as it applies for Fermi function. The performance of the resulting quantum dissipation theory is exemplified with spin--boson systems. In all cases we have tested the new theory performs much better, about an order of magnitude faster, than the best available conventional theory based on Matsubara spectral decomposition scheme.Comment: 8 pages, 3 figures, submitted to Chemical Physics special issue "Dynamics of molecular systems: From quantum to classical

Theory, design and application of gradient adaptive lattice filters

SIGLELD:D48933/84 / BLDSC - British Library Document Supply CentreGBUnited Kingdo