2000 character limit reached
Spectral Rank, Feedback, Causality and the Indirect Method for CARMA Identification (2004.02463v2)
Published 6 Apr 2020 in math.DS, cs.SY, and eess.SY
Abstract: Building on a 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.
Sponsor
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.