An Elementary Proof of the Polynomial Matrix Spectral Factorization Theorem

Function theory on the unit disc proved key to a range of problems in statistics, probability theory, signal processing literature, and applications, and in this, a special place is occupied by trigonometric functions and the Fejer-Riesz theorem that non-negative trigonometric polynomials can be expressed as the modulus of a polynomial of the same degree evaluated on the unit circle. In the present note we consider a natural generalization of non-negative trigonometric polyno...

A spectral factorization theorem is proved for polynomial rank-deficient matrix-functions. The theorem is used to construct paraunitary matrix-functions with first rows given.

An analytic proof is proposed of Wiener's theorem on factorization of positive definite matrix-functions.

We describe some aspects of spectral theory that involve algebraic considerations but need no analysis. Some of the important applications of the results are to the algebra of $n\times n$ matrices with entries that are polynomials or more general analytic functions.

For a given Laurent polynomial matrix function $S$, which is positive definite on the unit circle in the complex plane, we consider all possible polynomial spectral factors of $S$ which are not necessarily invertible inside the unit circle.

Orthogonal rational functions (ORF) on the unit circle generalize orthogonal polynomials (poles at infinity) and Laurent polynomials (poles at zero and infinity). In this paper we investigate the properties of and the relation between these ORF when the poles are all outside or all inside the unit disk, or when they can be anywhere in the extended complex plane outside the unit circle. Some properties of matrices that are the product of elementary unitary transformations will...

It is well known that a non-negative definite polynomial matrix (a polynomial Gramian) $G(t)$ can be written as a product of its polynomial spectral factors, $G(t) = X(t)^H X(t)$. In this paper, we give a new algebraic characterization of spectral factors when $G(t)$ is real-valued. The key idea is to construct a representation set that is in bijection with the set of real polynomial Gramians. We use the derived characterization to identify the set of all complex polynomial m...

Diagonalization, or eigenvalue decomposition, is very useful in many areas of applied mathematics, including signal processing and quantum physics. Matrix decomposition is also a useful tool for approximating matrices as the product of a matrix and its transpose, which relates to unitary diagonalization. As stated by the spectral theorem, only normal matrices are unitarily diagonalizable. However we show that all real square matrices are the real part of some unitarily diagon...

We give a survey of the analytic theory of matrix orthogonal polynomials.

We prove that for any $n\times n$ matrix, $A$, and $z$ with $|z|\geq \|A\|$, we have that $\|(z-A)^{-1}\|\leq\cot (\frac{\pi}{4n}) \dist (z, \spec(A))^{-1}$. We apply this result to the study of random orthogonal polynomials on the unit circle.