The statistical theory of linear systems
The statistical theory of linear systems
Recursiveness in matrix rational interpolation problems
Journal of Computational and Applied Mathematics - Special issue: ROLLS symposium
Fraction-free computation of matrix Padé systems
ISSAC '97 Proceedings of the 1997 international symposium on Symbolic and algebraic computation
Look-ahead methods for block Hankel systems
Journal of Computational and Applied Mathematics - Special issue: dedicated to William B. Gragg on the occasion of his 60th Birthday
Rationality, minimality and uniqueness of representation of matrix formal power series
Journal of Computational and Applied Mathematics
A note on the initial identification of scalar component models
Numerical Algorithms
An algorithm for computing a Padé approximant with minimal degree denominator
Journal of Computational and Applied Mathematics
A tabular methodology to identify minimal row degrees for Matrix Padé Approximants
Journal of Computational and Applied Mathematics
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In this paper we define a type of matrix Pade approximant inspired by the identification stage of multivariate time series models considering scalar component models. Of course, the formalization of certain properties in the matrix Pade approximation framework can be applied to time series models and in other fields. Specifically, we want to study matrix Pade approximants as follows: to find rational representations (or rational approximations) of a matrix formal power series, with both matrix polynomials, numerator and denominator, satisfying three conditions: (a) minimum row degrees for the numerator and denominator, (b) an invertible denominator at the origin, and (c) canonical representation (without free parameters).