Subspace angles between ARMA models

被引：95

作者：

De Cock, K ^{[1
]}

De Moor, B ^{[1
]}

机构：

[1] Katholieke Univ Leuven, Res Grp SISTA, Dept Elect Engn, ESAT, B-3001 Louvain, Belgium

来源：

SYSTEMS & CONTROL LETTERS | 2002年 / 46卷 / 04期

关键词：

principal angles between subspaces; ARMA models; linear systems; stochastic realization; distance measure; time series; cepstrum;

D O I：

10.1016/S0167-6911(02)00135-4

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We define a notion of subspace angles between two linear, autoregressive moving average, single-input-single-output models by considering the principal angles between subspaces that are derived from these models. We show how a recently defined metric for these models, which is based on their cepstra, relates to the subspace angles between the models. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：265 / 270

页数：6

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