Beiträge in Tagungsbänden:
M. Deistler, Brian Anderson, W. Chen, A. Filler:
"AR Models of Singular Spectral Matrices";
in: "Proceedings of IEEE CDC 2009",
IEEE,
2009, (eingeladen),
ISBN: 978-1-4244-3871-6,
Paper-Nr. ThC14.1,
6 S.
Kurzfassung englisch:
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 D1(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 ~D1(q)[Im 0]T . It is also shown how to
characterize the equivalence class of all autoregressive matrix
fraction descriptions of W(q), and how canonical representatives
can be obtained. A canonical representative can be obtained with
a minimal set of row degrees for the submatrix of ~D (q) obtained
by deleting the first m rows. The paper also considers singular
autoregressive descriptions of nested sequences of Wp(q); p =
p0; p0 +1; : : : ; where p denotes the number of rows, and shows
that these canonical descriptions are nested, and contain a
number of parameters growing linearly with p.
"Offizielle" elektronische Version der Publikation (entsprechend ihrem Digital Object Identifier - DOI)
http://dx.doi.org/10.1109/CDC.2009.5399891
Elektronische Version der Publikation:
http://publik.tuwien.ac.at/files/PubDat_178518.pdf
Erstellt aus der Publikationsdatenbank der Technischen Universität Wien.