Spectral factorization for polynomial spectral densities-impact of dimension

Holger Boche, Volker Pohl

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

This correspondence investigates the continuity behavior of the spectral factorization mapping for trigonometric polynomials. It is clear that this factorization mapping is continuous on the space of all trigonometric polynomials of a fixed degree N which means that a small perturbation in the given spectrum yields always a bounded error in the spectral factor. The correspondence derives a lower bound on the continuity constant of the spectral factorization mapping which shows that the error in the spectral factor grows at least proportional with the logarithm of the degree N of the given spectrum.

Original languageEnglish
Pages (from-to)4236-4241
Number of pages6
JournalIEEE Transactions on Information Theory
Volume53
Issue number11
DOIs
StatePublished - Nov 2007
Externally publishedYes

Keywords

  • Dimensional effects
  • Error bounds
  • Spectral factorization
  • Stability

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