Title: Subspace angles between ARMA models
Authors: De Cock, Katrien ×
De Moor, Bart #
Issue Date: Jul-2002
Publisher: Elsevier science bv
Series Title: Systems & control letters vol:46 issue:4 pages:265-270
Abstract: 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.
ISSN: 0167-6911
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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