Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4639780 | Journal of Computational and Applied Mathematics | 2012 | 13 Pages |
Abstract
In this paper we define a type of matrix Padé 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 Padé approximation framework can be applied to time series models and in other fields. Specifically, we want to study matrix Padé 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).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Celina Pestano-Gabino, Concepción González-Concepción, María Candelaria Gil-Fariña,