conformable matrices

conformable matrices

[kən′fȯr·mə·bəl ′mā·trə‚sēz]
(mathematics)
Two matrices which can be multiplied together; this is possible if and only if the number of columns in the first matrix equals the number of rows in the second.
References in periodicals archive ?
[c.sub.t] is a vector of deterministic components, possibly including time trends, while the [A.sub.j] are conformable matrices that capture lag dynamics.
[A.sub.t], [B.sub.t], C, and D are known conformable matrices. The standard approach for deriving the posterior for [x.sub.t] in this system was developed by Carter and Kohn (1994), which builds on the Kalman filter and which we discuss in the next section.