DocumentCode
700533
Title
A spectral characterization of the behavior of discrete time AR-representations over a finite time interval
Author
Antoniou, S.N. ; Vardulakis, A.I.G. ; Karampetakis, N.P.
Author_Institution
Dept. of Math., Aristotle Univ. of Thessaloniki, Thessaloniki, Greece
fYear
1997
fDate
1-7 July 1997
Firstpage
611
Lastpage
616
Abstract
In this paper we investigate the behavior of the discrete time AR (Auto Regressive) representations over a finite time interval, in terms of the finite and infinite spectral structure of the polynomial matrix involved in the AR-equation. A boundary mapping equation and a closed formula for the determination of the solution, in terms of the boundary conditions, are also given.
Keywords
autoregressive processes; polynomial matrices; AR-equation; auto regressive representations; boundary conditions; boundary mapping equation; closed formula; discrete time AR-representations; finite spectral structure; finite time interval; infinite spectral structure; polynomial matrix; Europe; Discrete time; Linear Systems; Singular Systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1997 European
Conference_Location
Brussels
Print_ISBN
978-3-9524269-0-6
Type
conf
Filename
7082163
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