Patent ID: 7171339

Claim:
A system for determining dynamic characteristics of data, the data being causal and having translation-invariant statistics with respect to a variable, the system comprising: means for receiving signals representing the data, the data originating from a set of components, the set of components having dynamic relationships with each other; means for calculating a set of multi-linear autoregressive coefficients of the data, the multi-linear autoregressive coefficients yielding an array of square matrices, each square matrix reflecting the dynamic relationships among the components for a certain value of the variable; means for transforming the square .matrices to a substantially canonical form corresponding to a selected canonical form suitable for analyzing the dynamic relationships, yielding a set of canonical form matrices representing a transformation of the components; means for analyzing the canonical form matrices and transformed components to determine the dynamic characteristics of the data with respect to the variable; and means for outputting the transformation of the components.