Subspace angles between ARMA models

We define 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 defined 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.