Calculation of Linear Systems Metric Tensors via Algebraic Computation
Joao Jose de Farias Neto
Abstract
A formula for the Riemannian metric tensor of differentiable manifolds of linear dynamical systems of same McMillan degree is presented in terms of their transfer function matrices. The necessary calculations for its application to ARMA and state space overlapping parametrizations are drafted. The importance of this approach for systems identification and multiple time series analysis and forecasting is explained.
Create a lesson
Related papers
Stable Movement for Nondual Lipschitz Convex Optimization: Efficiency and Nearly Optimal Oracle Rates
David Martínez-Rubio, Cristóbal Guzmán
The First-Order Oracle Complexity of Lipschitz Convex Optimization in Nondual Settings
David Martínez-Rubio, Brian Bullins, Cristóbal Guzmán et al.
Complexity Of Output Feedback Stabilization
Amir Ali Ahmadi, Abraar Chaudhry, Ijay Narang et al.
Convergence rate of the moment-SOS hierarchy for univariate polynomial optimization
Didier Henrion, Mohab Safey El Din
Geometry and Convergence of Quadratically Regularized Optimal Transport I
Alberto González-Sanz, Marcel Nutz
Constraint Qualifications and Gradient Flows for Block Vanishing Constraint Problems
Julian Niederer, Christoph Hansknecht, Andreas Potschka et al.