Generalized Rouche's theorem and its application to multivariate autoregressions

DOI10.1109/TASSP.1980.1163469zbMATH Open0522.62076OpenAlexW2031477115MaRDI QIDQ3672941FDOQ3672941

Authors: Yoshimi Monden, Suguru Arimoto 

Publication date: 1980

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tassp.1980.1163469

zbMATH Keywords

predictionLevinson-Wiggins-Robinson algorithmlocation of zeros of polynomial matricesmatrix extension of Rouche theoremmultivariate autoregressions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

Cited In (5)

• Decay rate estimations for linear quadratic optimal regulators
• Solving polynomial eigenvalue problems by means of the Ehrlich-Aberth method
• Stability of least-squares models fitted to multivariable input-output data
• Notes on poles and convergence rate of autoregressive model
• Generalization and variations of Pellet's theorem for matrix polynomials

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