spectralfact
Spectral factorization of linear systems
Description
[
computes the spectral
factorization:G
,S
] =
spectralfact(H
)
H = G'*S*G
H = H'
. In this factorization, S
is
a symmetric matrix and G
is a square, stable,
and minimum-phase system with unit (identity) feedthrough. G'
is
the conjugate of G
, which has transfer function G(–s)T in
continuous time, and G(1/z)T in
discrete time.Examples
Input Arguments
Output Arguments
Tips
spectralfact
assumes thatH
is self-conjugate. In some cases whenH
is not self-conjugate,spectralfact
returnsG
andS
that do not satisfyH = G'*S*G
. Therefore, verify that your input model is in fact self-conjugate before usingspectralfact
. One way to verifyH
is to compareH
toH - H'
on a singular value plot.sigmaplot(H,H-H')
If
H
is self-conjugate, theH - H'
line on the plot lies far below theH
line.
Version History
Introduced in R2016a