Spectral Rank, Feedback, Causality and the Indirect Method for CARMA Identification

Building on a recent 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.

• Publication year

  2020

• Venue

  IEEE Conference on Decision and Control

• Publication date

  2020-04-06

• Fields of study

  Mathematics, Computer Science, Engineering

• Identifiers
  DOI 10.1109/CDC42340.2020.9304013arXiv 2004.02463
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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