• DocumentCode
    1743529
  • Title

    Subspace angles between linear stochastic models

  • Author

    de Cock, Katrien ; De Moor, Bart

  • Author_Institution
    Dept. of Electr. Eng., Katholieke Univ., Leuven, Belgium
  • Volume
    2
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    1561
  • Abstract
    We define a notion of principal angles between two linear autoregressive (AR) models by considering the principal angles between the ranges of their infinite observability matrices. We show how a metric for these models, which is based on their cepstra, is related to the subspace angles between them. The definition of subspace angles is also extended to the linear autoregressive-moving-average (ARMA) model class
  • Keywords
    autoregressive processes; eigenvalues and eigenfunctions; identification; linear systems; matrix algebra; stochastic systems; ARMA model; cepstra; infinite observability matrices; linear autoregressive models; linear stochastic models; principal angles; subspace angles; Ear; Eigenvalues and eigenfunctions; Extraterrestrial measurements; Linear systems; Observability; Stochastic processes; Stochastic systems; Time measurement; Vectors; World Wide Web;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
  • Conference_Location
    Sydney, NSW
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-6638-7
  • Type

    conf

  • DOI
    10.1109/CDC.2000.912082
  • Filename
    912082
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1743529