Title :
A characterisation of admissibility of the initial conditions of non-regular AR-representations
Author :
Karampetakis, N.P. ; Mahmood, S. ; Pugh, A.C. ; Hayton, G.E.
Author_Institution :
Dept. of Math. Sci., Loughborough Univ. of Technol., UK
Abstract :
Admissibility of the initial conditions for AR-representations is considered. It is shown to exist as a concept provided a specific view of what constitutes the solution space is taken
Keywords :
autoregressive processes; modelling; admissibility; autoregressive representations; initial conditions; irregular AR-representations; nonregular AR-representations; Differential algebraic equations; Polynomials; Samarium; Sufficient conditions; Systems engineering and theory; Terminology;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.577453