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arXiv · 1607.04374

Relationship between Granger non-causality and graph structure of state-space representations

M. Jozsa·M. Petreczky·M. K. Camlibel
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Abstract

In this paper we present an equivalent form of Granger noncausality in state space representation. As a generalization of this result, necessary and sufficient conditions are provided for an output process to admit a particular minimal coordinated state space representation.

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M. Jozsa, M. Petreczky, M. K. Camlibel. 2016-07-15. Relationship between Granger non-causality and graph structure of state-space representations. https://arxiv.org/abs/1607.04374

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