A minimal canonical form realization for a multivariable econometric system
MYOKEN, H.; UCHIDA, Y.; MYOKEN, H.; Research Program on Control and Decision of Socio-economic Systems, Faculty of Economics, Nagoya City University; UCHIDA, Y.; Research Program on Control and Decision of Socio-economic Systems, Faculty of Economics, Nagoya City University
Журнал:
International Journal of Systems Science
Дата:
1977
Аннотация:
A minimal realization theory for a multivariable system is developed based on the Hankel matrices, which is closely related to the method given by Silverman (1971). The procedure provided here yields a canonical form dynamical equation. The results obtained are applied to a multivariable econometric system. The proposition of realizability and existence of a minimal realization is demonstrated, which contains both proper and strictly proper systems. Thus the correspondence between minimal realization and canonical form is clarified.
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