Algorithm for spectral factorization of polynomial matrices on the real line

Abstract

In this paper, we extend the basic idea of the Janashia–Lagvilava algorithm to adapt it for the spectral factorization of positive-definite polynomial matrices on the real line. This extension results in a new spectral factorization algorithm for polynomial matrix functions defined on \(\mathbb {R}\). The presented numerical example demonstrates that the proposed algorithm outperforms an existing algorithm in terms of accuracy.