Uniqueness conjecture for unmixed-symplectic spectral factors

Let Φ(z)R(z)n×n\Phi(z)\in\mathbb{R}(z)^{n\times n} be a spectrum of normal rank rk(Φ)=r0\mathrm{rk}(\Phi)=r\neq 0. Let Ap\mathscr{A}_p and Az\mathscr{A}_z be two unmixed-symplectic sets. Let W(z)W(z) be a spectral factor satisfying points 1, 2, and 3 of Theorem 3. Then the spectral-factor uniqueness conjecture. W(z)W(z) is unique up to multiplication on the left by a constant orthogonal matrix: if W1(z)W_1(z) also satisfies points 1, 2, and 3 of Theorem 3, then

W1(z)=TW(z),W_1(z)=T W(z),

where TRr×rT\in\mathbb{R}^{r\times r} is orthogonal. This conjecture concerns the link between arbitrary spectral factors and stochastic minimality and would provide a first step toward parametrizing all stochastically minimal right-invertible spectral factors.

Sources & referencesView supporting material

Primary source

Giacomo Baggio and Augusto Ferrante, “On the Factorization of Rational Discrete-Time Spectral Densities”, arXiv:1410.0765 (2015).

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