specfact(1)

NAME
specfact - spectral factor

CALLING SEQUENCE
[W0,L]=specfact(A,B,C,D)

DESCRIPTION
Given a spectral density matrix phi(s):
                 -1                   -1
     R + C*(s*I-A) * B  +  B'*(-s*I-A') * C'  with R=D+D' > 0
specfact computes W0 and L such that W(s)=W0+L*(s*I-A)^-1 * B is a spectral factor of of PHI(s), i.e.

PHI(s)=W'(-s)*W(s)

SEE ALSO
sfact, fspec, fspecg

AUTHOR
F. D.