Causality and Excitation
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 34)
The analysis of vectorial linear models requires quite simple tools of linear algebra which are described in this chapter, since they do not figure in all the classical books on algebra.
KeywordsAutoregressive Model Spectral Radius Companion Matrix ARMA Model Matricial Polynomial
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer-Verlag Berlin Heidelberg 1997