Subspace angles between ARMA models

DOI10.1016/S0167-6911(02)00135-4MaRDI QIDQ1603629zbMATH OpenOpenAlexFDO

Authors Katrien De Cock, B. De Moor

Publication date 15 July 2002

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6911(02)00135-4

zbMATH Keywords

ARMA modelscepstrumdistance measurelinear systemsprincipal angles between subspacesstochastic realizationtime series

Mathematics Subject Classification ID

Geometric methods (93B27) Stochastic systems in control theory (general) (93E03)

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• Autoregression and cepstrum-domain filtering
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• scientific article; zbMATH DE number 1090982 (Why is no real title available?)
• scientific article; zbMATH DE number 778078 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Numerical Methods for Computing Angles Between Linear Subspaces
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Subspace-based fault detection algorithms for vibration monitoring

Cited in

(14)

• Extrinsic methods for coding and dictionary learning on Grassmann manifolds
• On a cepstral norm for an ARMA model and the polar plot of the logarithm of its transfer function
• Koopman operator framework for time series modeling and analysis
• Cepstral identification of autoregressive systems
• Mode-observability degree in discrete-time switching linear systems
• Wigner's theorem on Grassmann spaces
• Dynamic template tracking and recognition
• Bioinformatics: organisms from Venus, technology from Jupiter, algorithms from Mars
• A metric for ARMA processes
• Critical angles between two convex cones. II: Special cases
• Dimension reduction and construction of feature space for image pattern recognition
• On-line structured subspace identification with application to switched linear systems
• Subspace discrimination for multiway data
• Binet-Cauchy kernels on dynamical systems and its application to the analysis of dynamic scenes

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