On the solution space of discrete time AR-representations over a finite time horizon
نویسندگان
چکیده
منابع مشابه
On the solution space of discrete time AR-representations over a finite time horizon
The main purpose of this work is to determine the forward and backward solution space of a nonregular discrete time AR-representation i.e. A(σ)ξ(k) = 0, in a finite time horizon where A(σ) is a polynomial matrix and σ is the forward shift operator. The construction of the behavior is based on the structural invariants of the polynomial matrix that describes the AR-representation i.e. the finite...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2004
ISSN: 0024-3795
DOI: 10.1016/j.laa.2003.11.026