期刊
SYSTEMS & CONTROL LETTERS
卷 46, 期 4, 页码 265-270出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/S0167-6911(02)00135-4
关键词
principal angles between subspaces; ARMA models; linear systems; stochastic realization; distance measure; time series; cepstrum
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.
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