ARMA models, their Kronecker indices and their McMillan degree

DOI10.1080/00207178608933570zbMath0591.93059OpenAlexW2122126281MaRDI QIDQ3720432

Michel Gevers

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933570

zbMATH Keywords

linear multivariable systemstransfer functionsmatrix fraction descriptionrank testMcMillan degreeKronecker indicesmonic ARMA models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariable systems, multidimensional control systems (93C35) Linear systems in control theory (93C05) Canonical structure (93B10) Identification in stochastic control theory (93E12) Algebraic methods (93B25)

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