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Multivariable ARMA Systems - Making a Polynomial Matrix Proper

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Monash University Figshare2026-02-11 更新2026-07-07 收录
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We present two algorithms for polynomial matrices particularly useful in dealing with MIMO ARMA (or left polynomial fraction) models. The first algorithms makes a polynomial matrix proper by adding a required number of zero eigenvalues. The second algorithm extracts a nilpotent part of a polynomial matrix. Both algorithms operate on matrix polynomial coefficients and are easy to implement in MATLAB.

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2022-07-25
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