Subspace angles between ARMA models

DOI10.1016/S0167-6911(02)00135-4zbMath0994.93057OpenAlexW1973532874MaRDI QIDQ1603629

Katrien De Cock, Bart De Moor

Publication date: 15 July 2002

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(02)00135-4

zbMATH Keywords

linear systemsdistance measuretime seriesARMA modelsstochastic realizationcepstrumprincipal angles between subspaces

Mathematics Subject Classification ID

Geometric methods (93B27) Stochastic systems in control theory (general) (93E03)

Related Items (11)

Critical angles between two convex cones. II: Special cases ⋮ Dimension reduction and construction of feature space for image pattern recognition ⋮ On-line structured subspace identification with application to switched linear systems ⋮ Wigner's theorem on Grassmann spaces ⋮ Binet-Cauchy kernels on dynamical systems and its application to the analysis of dynamic scenes ⋮ Dynamic template tracking and recognition ⋮ Mode-observability degree in discrete-time switching linear systems ⋮ Koopman operator framework for time series modeling and analysis ⋮ Bioinformatics: organisms from Venus, technology from Jupiter, algorithms from Mars ⋮ Extrinsic methods for coding and dictionary learning on Grassmann manifolds ⋮ Cepstral identification of autoregressive systems

Cites Work

• Autoregression and cepstrum-domain filtering
• Subspace-based fault detection algorithms for vibration monitoring
• A metric for ARMA processes
• Numerical Methods for Computing Angles Between Linear Subspaces
• RELATIONS BETWEEN TWO SETS OF VARIATES
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