Autoregressive Processes on Stiefel and Grassmann Manifolds
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866908625788731392 |
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| author | Figueras, Jordi-Lluís Persson, Aron |
| author_facet | Figueras, Jordi-Lluís Persson, Aron |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_24767 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Autoregressive Processes on Stiefel and Grassmann Manifolds Figueras, Jordi-Lluís Persson, Aron Statistics Theory Differential Geometry 62R30, 53Z50 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. |
| title | Autoregressive Processes on Stiefel and Grassmann Manifolds |
| topic | Statistics Theory Differential Geometry 62R30, 53Z50 |
| url | https://arxiv.org/abs/2509.24767 |