Autoregressive Processes on Stiefel and Grassmann Manifolds
Statistics Theory
2025-11-05 v2 Differential Geometry
Statistics Theory
Abstract
System identification of autoregressive processes on Stiefel and Grassmann manifolds are presented and studied. We define the system parameters as elements in the orthogonal group and we show that the system can be estimated by averaging over observations. Then we propose an algorithm on how to compute these system parameters using conjugate gradient descent on Stiefel and Grassmann manifolds, respectively.
Keywords
Cite
@article{arxiv.2509.24767,
title = {Autoregressive Processes on Stiefel and Grassmann Manifolds},
author = {Jordi-Lluís Figueras and Aron Persson},
journal= {arXiv preprint arXiv:2509.24767},
year = {2025}
}