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Multivariable ARMA Systems - Making a Polynomial Matrix Proper

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posted on 2022-07-25, 00:22 authored by A P Paplinski
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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Technical report number

2009/240

Year of publication

2009

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