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On the Algorithmic Solvability of the Spectral Factorization and the Calculation of the Wiener Filter on Turing Machines

  • Munich Center for Quantum Science and Technology (MCQST)
  • Technical University of Munich

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

10 Scopus citations

Abstract

The spectral factorization is an important operation in many different applications. This paper studies whether the spectral factor of a given computable spectral density can always be computed on an abstract machine (a Turing machine). It is shown that there are computable spectral densities with very comfortable analytic properties (smoothness and finite energy) such that the corresponding spectral factor can not be determined on a Turing machine. As an application, the paper discusses the possibility of calculating the optimal Wiener filter from computable spectral densities.

Original languageEnglish
Title of host publication2019 IEEE International Symposium on Information Theory, ISIT 2019 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2459-2463
Number of pages5
ISBN (Electronic)9781538692912
DOIs
StatePublished - Jul 2019
Event2019 IEEE International Symposium on Information Theory, ISIT 2019 - Paris, France
Duration: 7 Jul 201912 Jul 2019

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
Volume2019-July
ISSN (Print)2157-8095

Conference

Conference2019 IEEE International Symposium on Information Theory, ISIT 2019
Country/TerritoryFrance
CityParis
Period7/07/1912/07/19

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