Canonical Factorization and Applications
As we have seen in Chapter 1 canonical factorization serves as tool to solve Wiener-Hopf integral equations and their discrete analogues, the block Toeplitz equations. In this chapter the state space factorization method developed in Chapter 2 is used to solve the problem of canonical factorization (necessary and sufficient conditions for its existence) and to derive explicit formulas for its factors. This is done in Section 6.1 for rational matrix functions. The results are applied to invert Wiener- Hopf integral equations (Section 6.2) and block Toeplitz operators (Section 6.3) with a rational matrix symbol.
KeywordsUnit Circle Open Neighborhood Factorization Theory Canonical Factorization Spectral Subspace
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