Canonical Minimal Realization of a Matrix of Impulse Response Sequences

J. E. Ackermann Richard S. Bucy

Published in: Inf. Control. (1971)

Keyphrases

impulse response
standard deviation
frequency domain
granger causality
var model
singular value decomposition
space variant
covariance matrix
regularization parameter
higher order
dimensionality reduction
missing values
linear algebra
frequency response