On the Algorithmic Solvability of Spectral Factorization and Applications

Spectral factorization is an operation which appears in many different engineering applications. This paper studies whether spectral factorization can be algorithmically computed on an abstract machine (a Turing machine). It is shown that there exist computable spectral densities with very good analytic properties (i.e. smooth with finite energy) such that the corresponding spectral factor cannot be determined on a Turing machine. Further, it will be proved that it is impossible to decide algorithmically whether or not a given computable density possesses a computable spectral factor. This negative result has consequences for applications of spectral factorization in computer-aided design, because there it is necessary that this problem be decidable. Conversely, this paper will show that if the logarithm of a computable spectral density belongs to certain Sobolev space of sufficiently smooth functions, then the spectral factor is always computable. As an application, the paper discusses the possibility of calculating the optimal causal Wiener filter on an abstract machine.