3 papers
math.CV2025
Exponential Speedup of the Janashia-Lagvilava Matrix Spectral Factorization Algorithm
Ying Wang, Lasha Ephremidze, Ronaldo Garcıa Reyes +1
Spectral factorization is a powerful mathematical tool with diverse applications in signal processing and beyond. The Janashia-Lagvilava method has emerged as a leading approach fo…
math.CV2024
Stationary Processes, Wiener-Granger Causality, and Matrix Spectral Factorization
Lasha Ephremidze
Granger causality has become an indispensable tool for analyzing causal relationships between time series. In this paper, we provide a detailed overview of its mathematical foundat…
math.CV2024
A numerical algorithm for matrix spectral factorization on the real line
Lasha Ephremidze
In this paper, the Janashia-Lagvilava matrix spectral factorization algorithm, which is designed for power spectral density functions defined on the unit circle, is extended to the…