Technical Program

Paper Detail

Paper Title On the Algorithmic Solvability of the Spectral Factorization and the Calculation of the Wiener Filter on Turing Machines
Paper IdentifierTH4.R9.3
Authors Holger Boche, Volker Pohl, Technische Universität München, Germany
Session Computational Complexity
Location Pontoise, Level 5
Session Time Thursday, 11 July, 16:40 - 18:00
Presentation Time Thursday, 11 July, 17:20 - 17:40
Manuscript  Click here to download the manuscript
Abstract The spectral factorization is an important operation in many different applications. This paper studies whether the spectral factor of a given computable spectral density can always be computed on an abstract machine (a Turing machine). It is shown that there are computable spectral densities with very comfortable analytic properties (smoothness and finite energy) such that the corresponding spectral factor can not be determined on a Turing machine. As an application, the paper discusses the possibility of calculating the optimal Wiener filter from computable spectral densities.