DocumentCode
158281
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
fYear
2014
fDate
16-19 June 2014
Firstpage
139
Lastpage
144
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Control and Automation (MED), 2014 22nd Mediterranean Conference of
Conference_Location
Palermo
Print_ISBN
978-1-4799-5900-6
Type
conf
DOI
10.1109/MED.2014.6961361
Filename
6961361
Link To Document