Title :
Modeling of discrete time auto-regressive systems with given forward and backward behavior
Author :
Moysis, Lazaros ; Karampetakis, Nicholas P.
Author_Institution :
Sch. of Math. Sci., Aristotle Univ. of Thessaloniki, Thessaloniki, Greece
Abstract :
We study the behavior of discrete time AR-representations. A theorem is provided connecting the backward behavior of a system, due to its infinite elementary divisors, with the forward behavior of its dual system. We first use this result to construct a system satisfying a certain backward behavior. In addition to this, we propose a way to combine this result with previous ones to create an algorithm for computing a system satisfying a given forward and backward behavior.
Keywords :
autoregressive processes; discrete time systems; AR-representations; backward behavior; discrete time autoregressive systems; dual system; forward behavior; infinite elementary divisors; Educational institutions; Eigenvalues and eigenfunctions; Europe; Finite element analysis; Poles and zeros; Polynomials; Vectors;
Conference_Titel :
Control and Automation (MED), 2014 22nd Mediterranean Conference of
Conference_Location :
Palermo
Print_ISBN :
978-1-4799-5900-6
DOI :
10.1109/MED.2014.6961361
