𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Note on the Canonical Structure of Multivariate Dynamic Linear Models

✍ Scribed by Triantafyllopoulos, K.

Book ID
126951344
Publisher
Taylor and Francis Group
Year
2007
Tongue
English
Weight
68 KB
Volume
36
Category
Article
ISSN
0361-0926

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A dynamic principal components analysis
A dynamic principal components analysis based on multivariate matrix normal dynamic linear models
✍ Manuel Salvador; Jose Luis Gallizo; Pilar Gargallo πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 196 KB πŸ‘ 2 views

## Abstract In this paper, we propose a multivariate dynamic linear model (MDLM) that allows us to carry out a dynamic principal components analysis in a set of multivariate time series and to analyse the similarity in their evolution once the influence of non‐stationarity in each of them has been

Note on reduced order modelling of linea
Note on reduced order modelling of linear multivariable systems
✍ C. Mastouri; N.E. Radhy; J. Soulami πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 226 KB

For monovariable systems, if the nominal transfer function is irreducible the minimal order is tlw clqwr of'tllr(/~~tl(~l~litl~ltot.~)ol!'l~ol~liCtl. In multivariable systems. this order is (I/ krst equal to the degree of the last common multiple of the denominators of the transfer matrix function e