AR models of singular spectral matrices
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]
|Collections||ANU Research Publications|
|Source:||Proceedings of IEEE Conference on Decision and Control and Chinese Control Conference 2009|
|01_Anderson_AR_models_of_singular_spectral_2009.pdf||307.51 kB||Adobe PDF||Request a copy|
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