The problems of matrix spectral factorization and J-spectral factorization appear to be important for practical use in many MIMO control systems. We propose a numerical algorithm for J-spectral factorization which extends Janashia-Lagvilava matrix spectral factorization method to the indefinite case. The algorithm can be applied to matrices that have constant signatures for all leading principle submatrices. A numerical example is presented for illustrative purposes.

翻译：矩阵光谱因子化和J光谱因子化问题对于许多MIMO控制系统的实际使用似乎十分重要。我们建议对J光谱因子化采用数字算法,将Janashia-Lagvilava矩阵光谱因子化方法扩大到无限期的情况。这种算法可以适用于对所有主要原则次矩阵具有持续签名的矩阵。为说明目的,举了一个数字例子。