Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2411.06935 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Table of Contents:
- A serious flaw in the proof of the equivalence of continuous time state space models and MCARMA processes spotted in Fasen and Schenk (2024) is corrected. We point out that likewise an issue in the proof of Theorem 3.2 in Brockwell and Schlemm (2013) can be resolved and, hence, any MCARMA process and linear state space model has both a controller and an observer canonical representation. Equivalently, the transfer function has both a left and right matrix fraction representation.