Abstract
A summary of the results on the decomposition of matrix formal power series, obtained in ANTOULAS [1986], is presented. Consider the finite or infinite sequence of data points (e.g., measurements)
where A t are p×m (constant) matrices, with real or complex entries. A fundamental problem is to reconstruct, or model, the mechanism that generates the given data S.
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Antoulas, A.C. (1986). On Recursiveness and Related Topics in Linear Systems: A Summary. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 83. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007590
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DOI: https://doi.org/10.1007/BFb0007590
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