Multidimensional spectral factorization

Abstract

In this paper, we present a procedure for the spectral factorization of multidimensional spectral density functions. Properties of the multidimensional cepstrum are developed and used as a basis for the procedure. In analogy with Wiener's one-dimensional factorization, the resulting factors are stable and realizable (i.e., recursible). A numerical algorithm for performing the factorization is described, along with its use in obtaining unilateral representations of multidimensional random fields.