ARMA canonical forms obtained from constructibility invariants

DOI10.1080/00207178708933774MaRDI QIDQ3783133zbMATH OpenOpenAlexWikidataFDO

Authors J. Bokor, László Keviczky

Publication date 1987

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178708933774

zbMATH Keywords

ARMA modelsconstructibilitylinear discrete-time systemsmatrix fraction descriptionsobservabilitystate-space canonical forms

Mathematics Subject Classification ID

Observability (93B07) Canonical structure (93B10) Transformations (93B17) Algebraic methods (93B25) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

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Cites work

• ARMA models, their Kronecker indices and their McMillan degree
• Discrete models for linear multivariable systems†
• scientific article; zbMATH DE number 3711820 (Why is no real title available?)
• Invariant Description of Linear, Time-Invariant Controllable Systems
• Linear multivariable systems
• Multivariate linear time series models
• Structural properties and structure estimation of vector difference equations
• Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems
• Vector linear time series models

Cited in

(7)

• Identifiability and persistent excitation in full matrix fraction parameter estimation
• scientific article; zbMATH DE number 3965268 (Why is no real title available?)
• Optimal observers for ARMA models
• General results on the McMillan degree and the Kronecker indices of ARMA and MFD models
• System order and structure indices of linear systems in polynomial form
• Canonical matrix fraction and state-space descriptions for deterministic and stochastic linear systems
• scientific article; zbMATH DE number 775736 (Why is no real title available?)

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