Spectral Factorization of Rational Matrix Valued Functions

In this thesis, we address the spectral and J-spectral factorization problems. We first review the multivariate spectral factorization method devised by Youla in his celebrated paper (Youla, 1961) focusing, in particular, on some of its remarkable features. Then, in the spirit of Youla’s work, we present a technique which provide a solution to the multivariate spectral factorization problem in discrete-time. Finally, a J-spectral extension of the proposed factorization approach is discussed