Matrix Wiener-Hopf-Hilbert factorisation

Abstract

A method is described for effecting the explicit Wiener-Hopf factorisation of a class of (2 x 2)-matrices. The class is determined such that the factorisation problem can be reduced to a matrix Hilbert problem which involves an upper or lower triangular matrix. Then the matrix Hilbert problem can be further reduced to three scalar Hilbert problems on a half-line, which are solvable in the standard manner