Title :
A spectral characterization of the behavior of discrete time AR-representations over a finite time interval
Author :
Antoniou, S.N. ; Vardulakis, A.I.G. ; Karampetakis, N.P.
Author_Institution :
Dept. of Math., Aristotle Univ. of Thessaloniki, Thessaloniki, Greece
Abstract :
In this paper we investigate the behavior of the discrete time AR (Auto Regressive) representations over a finite time interval, in terms of the finite and infinite spectral structure of the polynomial matrix involved in the AR-equation. A boundary mapping equation and a closed formula for the determination of the solution, in terms of the boundary conditions, are also given.
Keywords :
autoregressive processes; polynomial matrices; AR-equation; auto regressive representations; boundary conditions; boundary mapping equation; closed formula; discrete time AR-representations; finite spectral structure; finite time interval; infinite spectral structure; polynomial matrix; Europe; Discrete time; Linear Systems; Singular Systems;
Conference_Titel :
Control Conference (ECC), 1997 European
Conference_Location :
Brussels
Print_ISBN :
978-3-9524269-0-6
