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1977•International Journal of Systems ScienceRequires access

A minimal canonical form realization for a multivariable econometric system

HAJIME MYOKEN, Y. UCHIDA

Open publisher page 9 citations

Abstract

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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What this paper is about

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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OpenAlex reports 9 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

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.

Key concepts: Realizability, Realization (probability), Multivariable calculus, Minimal realization, Canonical form, Mathematics, Applied mathematics, Control theory (sociology)

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