학술논문
Subspace angles between linear stochastic models
Document Type
Conference
Author
Source
Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187) Decision and control Decision and Control, 2000. Proceedings of the 39th IEEE Conference on. 2:1561-1566 vol.2 2000
Subject
Language
ISSN
0191-2216
Abstract
We define a notion of principal angles between two linear autoregressive (AR) models by considering the principal angles between the ranges of their infinite observability matrices. We show how a metric for these models, which is based on their cepstra, is related to the subspace angles between them. The definition of subspace angles is also extended to the linear autoregressive-moving-average (ARMA) model class.