Relationship between Granger non-causality and graph structure of state-space representations
Optimization and Control
2016-07-18 v1
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.
Cite
@article{arxiv.1607.04374,
title = {Relationship between Granger non-causality and graph structure of state-space representations},
author = {M. Jozsa and M. Petreczky and M. K. Camlibel},
journal= {arXiv preprint arXiv:1607.04374},
year = {2016}
}