Autoregressive models of singular spectral matrices

DOI10.1016/j.automatica.2012.05.047zbMath1252.93117OpenAlexW2115912645WikidataQ30457577 ScholiaQ30457577MaRDI QIDQ694820

Manfred Deistler, Alexander Filler, Brian D. O. Anderson, Weitian Chen

Publication date: 13 December 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2012.05.047

zbMATH Keywords

canonical formmatrix fraction descriptionautoregressive (AR) model

Mathematics Subject Classification ID

Eigenvalue problems (93B60) Canonical structure (93B10) Stochastic systems in control theory (general) (93E03)

Related Items

The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case, Cointegration in singular ARMA models, Spectral Factorization of Rank-Deficient Rational Densities, Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models, Identifiability of structural singular vector autoregressive models

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