文章基本信息

标题：Testing the rank of the Hankel matrix: a statistical approach
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作者：Gonzalo Camba-Méndez ; George Kapetanios
期刊名称：Euro Area Balance of Payments and International Investment Position Statistics
印刷版ISSN：1830-3420
电子版ISSN：1830-3439
出版年度：2001
出版社：European Central Bank
摘要：The.rank.of.the.Hankel.matrix,.corresponding.to.a.system.transfer.function,.is.equal.to.the.order of. its. minimal. state. space. realization.. .The. computation. of. the. rank. of. the. Hankel. matrix. is complicated.by.the.fact.that.its.block.elements.are.rarely.given.exactly.but.are.estimated.instead. In.this.paper,.we.propose.new.statistical.tests.to.determine.the.rank.of.the.Hankel.matrix...We.also provide.a.Monte.Carlo.study.on.the.reliability.of.these.tests.compared.to.existing.procedures.
关键词：Tests of Rank; Model Reduction; Hankel Operator; Monte Carlo.