1
specfact Scilab Group Scilab Function specfact
3
specfact - spectral factor
6
[W0,L]=specfact(A,B,C,D)
8
Given a spectral density matrix phi(s):
11
R + C*(s*I-A) * B + B'*(-s*I-A') * C' with R=D+D' > 0
12
specfact computes W0 and L such that W(s)=W0+L*(s*I-A)^-1*B is a
13
spectral factor of of PHI(s), i.e.
18
A=diag([-1,-2]);B=[1;1];C=[1,1];D=1;s=poly(0,'s');
19
W1=syslin('c',A,B,C,D);
21
phis=clean(ss2tf(phi))
22
clean(phis-horner(phis,-s)'); //check this is 0...
24
[W0,L]=specfact(A,B,C,D);
25
W=syslin('c',A,B,L,W0)