Skip navigation
Skip navigation

Autoregressive models of singular spectral matrices

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

Description

This paper deals with autoregressive (AR) models of singular spectra, whose corresponding transfer function matrices can be expressed in a stable AR matrix fraction description D- 1(q)B with B a tall constant matrix of full column rank and with the determinantal zeros of D(q) all stable, i.e. in |q|>1,q∈C. To obtain a parsimonious AR model, a canonical form is derived and a number of advantageous properties are demonstrated. First, the maximum lag of the canonical AR model is shown to be...[Show more]

CollectionsANU Research Publications
Date published: 2012
Type: Journal article
URI: http://hdl.handle.net/1885/67342
Source: Automatica
DOI: 10.1016/j.automatica.2012.05.047

Download

File Description SizeFormat Image
01_Anderson_Autoregressive_models_of_2012.pdf406.5 kBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator