Jared McBride

Jared McBride

I am a PhD candatite in the University of Arizona Aplied Math GIDP

Numerical Spectral Factorization by Kalman Recursion

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Here is note on spectral factorization using the Kalman recursions. It is mainly a restatement on the same material by Kailath. However there are a number of details that are made more transparent.

Numerical Spectral Factorization by Kalman Recursion

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Question for Dr. Lin

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I am perhaps trying to be too technical. By I am curious, even if this doesn’t belong in the note that I am writing about spectral factorization. In the context of a state-space model,

Meeting with Dr. Lin

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Had a brief meeting and reiterated points from last time.

Meeting with Dr. Lin

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Today we meet came up with the following tasks for me to do: