All-pass parametrization conjecture for minimal right-invertible spectral factors
All-pass parametrization conjecture for minimal right-invertible spectral factors
Let be a spectrum of normal rank . Let be the spectral factor corresponding to Theorem 3, and let be the spectral factor corresponding to
Define the all-pass function
All-pass parametrization conjecture. The set of all minimal right-invertible spectral factors of is
This proposed parametrization is intended to describe all stochastically minimal right-invertible spectral factors in terms of all-pass divisors of the generalized phase function .
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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