Abstract
A minimal realization theory for a multivariable system is developed based on the Hankel matrices, which is closely related to the method given by Silverman (1971). The procedure provided here yields a canonical form dynamical equation. The results obtained are applied to a multivariable econometric system. The proposition of realizability and existence of a minimal realization is demonstrated, which contains both proper and strictly proper systems. Thus the correspondence between minimal realization and canonical form is clarified.
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