ARMA models, their Kronecker indices and their McMillan degree
MICHEL R. GEVERS · International Journal of Control · 1986
This paper highlights some difficulties with the use of ARMA models with leading unit coefficient matrix in system identification. It is shown that the McMillan degree of such models is not in any easy way related to the row degrees of the polynomial factors of the ARMA model. A rank test is given for the McMillan degree of such models and it is shown that this degree will generically be a multiple of the dimension of the observation vector.