Subspace angles between ARMA models
نویسندگان
چکیده
We de2ne a notion of subspace angles between two linear, autoregressive moving average, single-input–single-output models by considering the principal angles between subspaces that are derived from these models. We show how a recently de2ned metric for these models, which is based on their cepstra, relates to the subspace angles between the models. c © 2002 Elsevier Science B.V. All rights reserved.
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عنوان ژورنال:
- Systems & Control Letters
دوره 46 شماره
صفحات -
تاریخ انتشار 2002