Uniqueness conjecture for unmixed-symplectic spectral factors
Uniqueness conjecture for unmixed-symplectic spectral factors
Let be a spectrum of normal rank . Let and be two unmixed-symplectic sets. Let be a spectral factor satisfying points 1, 2, and 3 of Theorem 3. Then the spectral-factor uniqueness conjecture. is unique up to multiplication on the left by a constant orthogonal matrix: if also satisfies points 1, 2, and 3 of Theorem 3, then
where 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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