Title :
Forward, backward and symmetric solutions of discrete time ARMA-representations
Author :
Karampetakis, N.P. ; Jones, J. ; Antoniou, S.
Author_Institution :
Dept. of Math., Aristotle Univ. of Thessaloniki, Thessaloniki, Greece
Abstract :
The main objective of this paper is to determine a closed formula for the forward, backward and symmetric solution of a general discrete time AutoRegressive Moving Average (ARMA) Representation. The importance of the above formula is that it is easily implemented in a computer algorithm and gives rise to the solution of analysis, synthesis and design problems.
Keywords :
autoregressive moving average processes; ARMA representation; analysis problem; backward solutions; closed formula; computer algorlthm; design problem; discrete time ARMA-representations; forward solutions; general discrete time autoregressive moving average representation; symmetric solutions; synthesis problem; Europe; Linear systems; discrete time; numerical methods;
Conference_Titel :
Control Conference (ECC), 1997 European
Conference_Location :
Brussels
Print_ISBN :
978-3-9524269-0-6
