A type of matrix Pade approximant inspired by scalar component models

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:236

Article

Pestano-Gabino, Celina¹  Gonzalez-Concepcion, Concepcion¹  Candelaria Gil-Farina, Maria¹ 

[1] Univ La Laguna, Dept Appl Econ, San Cristobal la Laguna 38071, Spain

关键词: Matrix Pade approximation;    Minimum row degrees;    Canonical representation;   

DOI  :  10.1016/j.cam.2012.03.004

来源: Elsevier

【 摘 要 】

In this paper we define a type of matrix Pade approximant inspired by the identification stage of multivariate time series models considering scalar component models. Of course, the formalization of certain properties in the matrix Fade approximation framework can be applied to time series models and in other fields. Specifically, we want to study matrix Pade approximants as follows: to find rational representations (or rational approximations) of a matrix formal power series, with both matrix polynomials, numerator and denominator, satisfying three conditions: (a) minimum row degrees for the numerator and denominator, (b) an invertible denominator at the origin, and (c) canonical representation (without free parameters). (C) 2012 Elsevier B.V. All rights reserved.

【 授权许可】

Free