All-pass parametrization conjecture for minimal right-invertible 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 W(z)W_-(z) be the spectral factor corresponding to Theorem 3, and let W+(z)\overline{W}_+(z) be the spectral factor corresponding to

Ap=Az={zC:z<1}.\mathscr{A}_p=\mathscr{A}_z=\{z\in\mathbb{C}:|z|<1\}.

Define the all-pass function

T0(z):=W+(z)WR(z).T_0(z):=\overline{W}_+(z)W_-^{-R}(z).

All-pass parametrization conjecture. The set of all minimal right-invertible spectral factors of Φ(z)\Phi(z) is

{W(z)=T1(z)W(z): T1(z)T1(z)=T1(z)T1(z)=Ir,δM(T1(z))+δM(T0(z)T1(z))=δM(T0(z))}.\left\{W(z)=T_1(z)W_-(z):\ T_1^\ast(z)T_1(z)=T_1(z)T_1^\ast(z)=I_r,\quad \delta_M(T_1(z))+\delta_M(T_0(z)T_1^\ast(z))=\delta_M(T_0(z))\right\}.

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 T0(z)T_0(z).

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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