Singular arma systems: a structure theory

DOI10.3934/NACO.2019025zbMath1447.37087OpenAlexW2944304161MaRDI QIDQ2273133

Manfred Deistler

Publication date: 18 September 2019

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2019025

zbMATH Keywords

factor modelssingular VARMA

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Stochastic models in economics (91B70) Dynamical systems in optimization and economics (37N40)

Related Items (3)

Spectral Factorization of Rank-Deficient Rational Densities ⋮ Identification of low rank vector processes ⋮ Dissipative control for uncertain singular Markovian jump systems via hybrid impulsive control

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