In my recent study, I frequently have to find spectral factoriztion(in the
Z-transform form) of a spectrum:
for example, Syy(z)=some rational spectrum, need to find Syy_plus(z) and
Syy_minus(z), where Syy+(z) is causal and stable... and
Syy(z)=Syy_plus(z)*Syy_minus(z) forms a spectrum factorization of Syy(z)...
Sometimes this becomes very tedius... can this be done in Matlab?
Any fast tricks?
Thanks a lot!