A minimal canonical form realization for a multivariable econometric system
作者:
H. MYOKEN,
Y. UCHIDA,
期刊:
International Journal of Systems Science
(Taylor Available online 1977)
卷期:
Volume 8,
issue 7
页码: 801-811
ISSN:0020-7721
年代: 1977
DOI:10.1080/00207727708942084
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A minimal realization theory for a multivariable system is developed based on the Hankel matrices, which is closely related to the method given by Silverman (1971). The procedure provided here yields a canonical form dynamical equation. The results obtained are applied to a multivariable econometric system. The proposition of realizability and existence of a minimal realization is demonstrated, which contains both proper and strictly proper systems. Thus the correspondence between minimal realization and canonical form is clarified.
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