Subspace angles between ARMA models

Systems and Control Letters

Volumn 46, Issue 4, 2002, Pages 265-270

  De Cock, Katrien ^a   De Moor, Bart ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

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

Indexed keywords

ANGLE MEASUREMENT; CORRELATION METHODS; DISTANCE MEASUREMENT; EIGENVALUES AND EIGENFUNCTIONS; IDENTIFICATION (CONTROL SYSTEMS); MATHEMATICAL MODELS; MATRIX ALGEBRA; OBSERVABILITY; REGRESSION ANALYSIS; STATE SPACE METHODS; STOCHASTIC CONTROL SYSTEMS; TIME SERIES ANALYSIS; VECTORS;

SUBSPACE IDENTIFICATION MODELS;

LINEAR CONTROL SYSTEMS;

EID: 0037162420     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(02)00135-4     Document Type: Article

References (13)

1. Subspace-based fault detection algorithms for vibration monitoring
2. Numerical methods for computing angles between linear subspaces
3. Combining subset selection and parameter constraints in model updating
4. Parameter subset selection in damage location
5. The canonical correlations of matrix pairs and their numerical computation
6. Relations between two sets of variates
7. Essai sur la géométrie à n dimensions
8. Autoregression and cepstrum-domain filtering
9. A metric for ARMA processes