Work

Relationship between Granger non-causality and graph structure of state-space representations

Year: 2016
Type: preprint
Abstract: In this paper we present an equivalent form of Granger noncausality in state space representation. As a generalization of this result, necessary and sufficient conditions are provided for an output process to admit a particular minimal coordinated state space representation.
Language: English
Open Access status: green
OpenAlex ID: W2492384539
Cites: 17
Cited by: 1
Related to: 10