Polynomial matrix analysis using symbolic computation

The polynomial matrix approach of Soderstrom et al. (1996), for the computation of the covariance function of a multivariate ARMA process, is implemented in a symbolic computing system (MapleV). Procedures were developed to solve the discrete-time symmetric matrix Diophantine equation and to compute the covariance function of a multivariate ARMA process. This algebraic implementation would have been extremely difficult to carry out in a strict numeric computing environment. The use of MapleV has provided symbolic results quickly and efficiently, with a tremendous gain in time and with minimal effort