  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.
