Autoregressive Processes on Stiefel and Grassmann Manifolds

Jordi-Lluís Figueras; Aron Persson

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arXiv · 2509.24767

Autoregressive Processes on Stiefel and Grassmann Manifolds

Jordi-Lluís Figueras·Aron Persson

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Abstract

System identification of autoregressive processes on Stiefel and Grassmann manifolds are presented and studied. We define the system parameters as elements in the orthogonal group and we show that the system can be estimated by averaging over observations. Then we propose an algorithm on how to compute these system parameters using conjugate gradient descent on Stiefel and Grassmann manifolds, respectively.

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Jordi-Lluís Figueras, Aron Persson. 2025-09-29. Autoregressive Processes on Stiefel and Grassmann Manifolds. https://arxiv.org/abs/2509.24767

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