✦ LIBER ✦

Subspace angles between ARMA models

✍ Scribed by Katrien De Cock; Bart De Moor

Book ID: 104300491
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 116 KB
Volume: 46
Category: Article
ISSN: 0167-6911
DOI: 10.1016/s0167-6911(02)00135-4

No coin nor oath required. For personal study only.

✦ Synopsis

We deÿne 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 deÿned metric for these models, which is based on their cepstra, relates to the subspace angles between the models.

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