Identifiability of Multivariate ARMA Models,

Abstract

This paper proved that multivariate ARMA models are identifiable. Some properties of Multivariate ARMA models were given. Keywords: Matrix coefficient polynomials; Stationary; Holomorphic; White noise.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1987
Accession Number
ADA187394

Entities

People

  • Shuyuan He

Organizations

  • University of Maryland

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Classification
  • Coefficients
  • Covariance
  • Data Science
  • Information Science
  • Mathematics
  • Noise
  • Polynomials
  • Probability
  • Security
  • Stationary
  • Stationary Processes
  • Statistical Analysis
  • Statistics
  • Stochastic Processes
  • White Noise

Fields of Study

  • Engineering
  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Linear Algebra