• and denote the singular
value decomposition of G(jw0) by
•
• where r is the rank of G(jw0) and ui ,vi have unit length.
• If w0< ¥, write v1(jw0) as
•
•
• where aiÎR is such that qiÎ(-p,0]. Now let 0 £ bi £ ¥ be such that
•
• (with bi=¥ if qi=0 ) and let f be given by
•
•