正则线性系统的自然分量

The Natural Components of a Regular Linear System

Oxford Bulletin of Economics and Statistics · 2026
被引 2 · 同刊同年前 3%
人大 AABS 3

中文导读

将有限维正则线性系统分解为若干自然分量,每个分量对应单一特征值且可独立研究,最终通过重组分量得到原系统解集的完整刻画,该结果蕴含Granger-Johansen定理的核心内容。

Abstract

ABSTRACT The analysis of a finite‐dimensional regular linear system may be simplified by separating the system into its natural components. The natural components are smaller linear systems on separate subspaces whose dimensions sum to the dimension of the original linear system. Each natural component has a single eigenvalue and may be studied in isolation. By reassembling the natural components we obtain a general characterisation of the set of all solutions to the original linear system which contains the core content of the Granger‐Johansen theorem.

正则线性系统自然分量特征值