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AR models of singular spectral matrices

Anderson, Brian; Deistler, Manfred; Chen, Weitian; Filler, Alexander


This paper deals with autoregressive models of singular spectra. The starting point is the assumption that there is available a transfer function matrix W(q) expressible in the form D -1(q)B for some tall constant matrix B of full column rank and with the determinantal zeros of D(q) all stable. It is shown that, even if this matrix fraction representation of W(q) is not coprime, W(q) has a coprime matrix fraction description of the form D̃ -1(q)[I m 0] T . It is also shown how to characterize...[Show more]

CollectionsANU Research Publications
Date published: 2009
Type: Conference paper
Source: Proceedings of IEEE Conference on Decision and Control and Chinese Control Conference 2009
DOI: 10.1109/CDC.2009.5399891


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