Subspace angles between linear stochastic models

Proceedings of the IEEE Conference on Decision and Control

Volumn 2, Issue , 2000, Pages 1561-1566

  De Cock, K ^a   De Moor, B ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

ARMA models; Distance measure; Linear systems; Principal angles; Stochastic realization; Time series

Indexed keywords

MATHEMATICAL MODELS; MATRIX ALGEBRA; OBSERVABILITY; RANDOM PROCESSES; REGRESSION ANALYSIS; STOCHASTIC CONTROL SYSTEMS; TIME SERIES ANALYSIS;

AUTOREGRESSIVE MOVING AVERAGE MODEL; PRINCIPLE ANGLES; STOCHASTIC REALIZATION; SUBSPACE ANGLES;

LINEAR CONTROL SYSTEMS;

EID: 0034440059     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (13)

1. Stochastic theory of minimal realization
2. Numerical methods for computing angles between linear subspaces
3. Calculation of the amount of information about a random function contained in another such function
4. The canonical correlations of matrix pairs and their numerical computation
5. Relations between two sets of variates
6. Essai sur la géométrie à n dimensions
7. A view of three decades of linear filtering theory
8. Autoregression and cepstrum-domain filtering
9. A metric for ARMA processes