论文标题

频谱等级,反馈,因果关系和间接方法Carma识别

Spectral Rank, Feedback, Causality and the Indirect Method for CARMA Identification

论文作者

Cao, Wenqi, Lindquist, Anders, Picci, Giorgio

论文摘要

本文建立在Georgiou和Lindquist [1]的最新论文基础上,内容涉及频谱密度不足和连续时间随机过程采样后的隐藏动态关系的问题,本文致力于理解影响稳定性的反馈和GrangerCausality的相关问题。然后,这自然与Carma识别联系起来,我们在文献中对某些疏忽进行了评论。

Building on a recent paper by Georgiou and Lindquist [1] on the problem of rank deficiency of spectral densities and hidden dynamical relations after sampling of continuous-time stochastic processes, this paper is devoted to understanding related questions of feedback and Granger causality that affect stability properties. This then naturally connects to CARMA identification, where we remark on certain oversights in the literature.

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