Calculation of Linear Systems Metric Tensors via Algebraic Computation

Joao Jose de Farias Neto

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Calculation of Linear Systems Metric Tensors via Algebraic Computation

Joao Jose de Farias Neto

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Abstract

A formula for the Riemannian metric tensor of differentiable manifolds of linear dynamical systems of same McMillan degree is presented in terms of their transfer function matrices. The necessary calculations for its application to ARMA and state space overlapping parametrizations are drafted. The importance of this approach for systems identification and multiple time series analysis and forecasting is explained.

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Joao Jose de Farias Neto. 2002-09-25. Calculation of Linear Systems Metric Tensors via Algebraic Computation. https://arxiv.org/abs/math/0209358

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