Title :
Parametrization of monic ARMA systems
Author_Institution :
University of Technology Vienna, Vienna, Austria
Abstract :
In the paper some properties of a parametrization corresponding to monic ARMA systems with prescribed column degrees are considered.
Keywords :
Delay effects; Difference equations; Econometrics; Operations research; Paper technology; Polynomials; State-space methods; Time series analysis; Transfer functions; White noise;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267337
