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Causality and Excitation

  • Marie Duflo
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 34)

Abstract

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.

Keywords

Autoregressive 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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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Marie Duflo
    • 1
  1. 1.Equipe d’Analyse et de Mathématiques AppliquéesUniversité de Marne-la-ValléeNoisy-Le-Grand CedexFrance

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