ARMA canonical forms obtained from constructibility invariants

J. Bokor, L. Keviczky · International Journal of Control · 1987

In recent approaches, multivariable ARMA models have been derived from observable canonical MFDs, but it was realized that these models have a number of serious limitations and disadvantages. This paper presents a new approach based on the idea of observing the state from past outputs, which leads to the construction of monic ARMA models defined by the constructibility invariants. The derivation and structural properties of these constructibility forms are investigated.

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