Calculation of Linear Systems Metric Tensors via Algebraic Computation

Details Calculation of Linear Systems Metric Tensors via Algebraic Computation Calculation of Linear Systems Metric Tensors via Algebraic Computation

2002-09-25

arxiv.org/abs/math/0209358v1

Mathematics

Optimization and Control

3 pages in portuguese, reference links to author's detailed proofs in english

Scientific paper

A formula for the Riemannian metric tensor of differentiable manifolds of linear dynamical systems of same McMillan degree is presented in terms of their transfer function matrices. The necessary calculations for its application to ARMA and state space overlapping parametrizations are drafted. The importance of this approach for systems identification and multiple time series analysis and forecasting is explained.

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