×

On the exact spectral factorization of rational matrix functions with applications to paraunitary filter banks. (English) Zbl 07905063

Summary: In this paper, we enhance a recent algorithm for approximate spectral factorization of matrix functions, extending its capabilities to precisely factorize rational matrices when an exact lower-upper triangular factorization is available. This novel approach leverages a fundamental component of the improved algorithm for the precise design of rational paraunitary filter banks, allowing for the predetermined placement of zeros and poles. The introduced algorithm not only advances the state-of-the-art in spectral factorization but also opens new avenues for the tailored design of paraunitary filters with specific spectral properties, offering significant potential for applications in signal processing and beyond.

MSC:

47A68 Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators
65T60 Numerical methods for wavelets
15A83 Matrix completion problems

Software:

ExactMPF

References:

[1] Adukov, VM; Adukova, NV; Mishuris, G., An explicit Wiener-Hopf factorization algorithm for matrix polynomials and its exact realizations within ExactMPF package, Proc. R. Soc. Lond., 478, 20210941, 2022 · doi:10.1098/rspa.2021.0941
[2] Anderson, BDO; Moore, JB, Optimal Filtering, 1979, New Jersey: Prentice-Hall, New Jersey
[3] Barry, JR; Lee, EA; Messerschmitt, DG, Digital Communication, 2004, New York: Springer, New York · doi:10.1007/978-1-4615-0227-2
[4] Böttcher, A.; Halwass, M., A Newton method for canonical Wiener-Hopf and spectral factorization of matrix polynomials, Electron. J. Linear Algebra, 26, 873-897, 2013 · Zbl 1303.47026 · doi:10.13001/1081-3810.1693
[5] Daubechies, I., Ten Lectures on Wavelets, 1992, Philadelhia: SIAM, Philadelhia · Zbl 0776.42018 · doi:10.1137/1.9781611970104
[6] Davis, JH, Foundations of Deterministic and Stochastic Control, 2002, Boston: Birkhäuser Boston Inc, Boston · Zbl 1002.93003 · doi:10.1007/978-1-4612-0071-0
[7] Ehler, M.; Han, B., Wavelet bi-frames with few generators from multivariate refinable functions, Appl. Comput. Harmon. Anal., 25, 407-414, 2008 · Zbl 1221.42062 · doi:10.1016/j.acha.2008.04.003
[8] Ephremidze, L., An elementary proof of the polynomial matrix spectral factorization theorem, Proc. R. Soc. Edinb. Sect. A, 144, 747-751, 2014 · Zbl 1318.15006 · doi:10.1017/S0308210512001552
[9] Ephremidze, L.; Gamkrelidze, A.; Spitkovsky, I., On the spectral factorization of singular, noisy, and large matrices by Janashia-Lagvilava method, Trans. A. Razmadze Math. Inst., 176, 361-366, 2022 · Zbl 07740729
[10] Ephremidze, L.; Janashia, G.; Lagvilava, E., On approximate spectral factorization of matrix functions, J. Fourier Anal. Appl., 17, 976-990, 2011 · Zbl 1251.47020 · doi:10.1007/s00041-010-9167-9
[11] Ephremidze, L.; Lagvilava, E., On compact wavelet matrices of rank \(m\) and of order and degree \(N\), J. Fourier Anal. Appl., 20, 401-420, 2014 · Zbl 1309.42047 · doi:10.1007/s00041-013-9317-y
[12] Ephremidze, L.; Saied, F.; Spitkovsky, IM, On the algorithmization of Janashia-Lagvilava matrix spectral factorization method, IEEE Trans. Inf. Theory, 64, 728-737, 2018 · Zbl 1392.65092 · doi:10.1109/TIT.2017.2772877
[13] Ephremidze, L., Spitkovsky, I.: An algorithm for \(J\)-spectral factorization of certain matrix functions. In: 60th IEEE Conference on Decision and Control (CDC), pp. 5820-5825 (2021). doi:10.1109/CDC45484.2021.9683123
[14] Ephremidze, L.; Spitkovsky, IM, On multivariable matrix spectral factorization method, J. Math. Anal. Appl., 514, 2022 · Zbl 1507.47044 · doi:10.1016/j.jmaa.2022.126300
[15] Fischer, R., Precoding and Signal Shaping for Digital Transmission, 2002, New York: Wiley, New York · doi:10.1002/0471439002
[16] Han, B., Zhuang, X.: Algorithms for matrix extension and orthogonal wavelet filter banks over algebraic number fields. Math. Comput. 82, 459-490 (2013). doi:10.1090/S0025-5718-2012-02618-4 · Zbl 1275.42052
[17] Jafarian, A., McWhirter, J.G.: A novel method for multichannel spectral factorization. In: Proceedings of the 20th European Signal Processing Conference, Bucharest, Romania, pp. 1069-1073 (2012)
[18] Janashia, G.; Lagvilava, E., A method of approximate factorization of positive definite matrix functions, Stud. Math., 137, 93-100, 1999 · Zbl 0960.47013
[19] Janashia, G.; Lagvilava, E.; Ephremidze, L., A new method of matrix spectral factorization, IEEE Trans. Inf. Theory, 57, 2318-2326, 2011 · Zbl 1367.65064 · doi:10.1109/TIT.2011.2112233
[20] Kolev, V.; Cooklev, T.; Keinert, F., Matrix spectral factorization for SA4 multiwavelet, Multidimensional Syst. Signal Process., 29, 1613-1641, 2018 · Zbl 1448.65039 · doi:10.1007/s11045-017-0520-x
[21] Kolmogorov, A.N.: Stationary sequences in Hilbert’s space. In: Selected Works of A. N. Kolmogorov, vol. 2, Probability Theory and Mathematical Statistics, pp. 228-272. Springer, Heidelberg (1992)
[22] Kučera, V.: Factorization of rational spectral matrices: a survey of methods. In: Proc. IEEE Int. Conf. Control, Edinburgh, vol. 2, pp. 1074-1078 (1991)
[23] Lawton, W.; Lee, SL; Shen, Z., An algorithm for matrix extension and wavelet construction, Math. Comput., 65, 723-737, 1996 · Zbl 0842.41011 · doi:10.1090/S0025-5718-96-00714-4
[24] MacLaurin, JN; Robinson, PA, Determination of effective brain connectivity from activity correlations, Phys. Rev. E, 99, 2019 · doi:10.1103/PhysRevE.99.042404
[25] Park, P.: A Computational Theory of Laurent Polynomial Rings and Multidimensional FIR Systems. PhD thesis, UC Berkeley (1995)
[26] Resnikoff, HR; Wells, RO, Wavelet Analysis, 1998, New York: Springer, New York · Zbl 0922.42020 · doi:10.1007/978-1-4612-0593-7
[27] Ri, C.; Paek, Y., Causal FIR symmetric paraunitary matrix extension and construction of symmetric tight \(M\)-dilated framelets, Appl. Comput. Harmon. Anal., 51, 437-460, 2021 · Zbl 1461.42026 · doi:10.1016/j.acha.2019.11.001
[28] Sayed, AH; Kailath, T., A survey of spectral factorization methods, Numer. Linear Algebra Appl., 8, 467-496, 2001 · Zbl 1053.47013 · doi:10.1002/nla.250
[29] Vaidyanathan, PP, Multirate Systems and Filter Banks, 1993, New Jersey: Prentice Hall, New Jersey · Zbl 0784.93096
[30] Wiener, N.; Masani, P., The prediction theory of multivariate stochastic processes II. The linear predictor, Acta Math., 99, 93-137, 1958 · doi:10.1007/BF02392423
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.