Autoregressive models of singular spectral matrices
نویسندگان
چکیده
منابع مشابه
Autoregressive models of singular spectral matrices☆
This paper deals with autoregressive (AR) models of singular spectra, whose corresponding transfer function matrices can be expressed in a stable AR matrix fraction description [Formula: see text] with [Formula: see text] a tall constant matrix of full column rank and with the determinantal zeros of [Formula: see text] all stable, i.e. in [Formula: see text]. To obtain a parsimonious AR model, ...
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ژورنال
عنوان ژورنال: Automatica
سال: 2012
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2012.05.047