Subspace Angles between Ar Models 1 Subspace Angles between Ar Models
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چکیده
In this correspondence we deene a notion of principal angles between two linear autoregressive (AR) models by considering the principal angles between the ranges of their innnite observability matrices. We show how a recently deened metric for these models, which is based on their cepstra, is related to the subspace angles between the two models.
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تاریخ انتشار 2000