Calculation of Linear Systems Metric Tensors via Algebraic Computation
Abstract
Description
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.
3 pages in portuguese, reference links to author's detailed proofs in english
3 pages in portuguese, reference links to author's detailed proofs in english