On the Construction of the Forward and Backward Solution Space of a Discrete Time Ar-representation
نویسنده
چکیده
The main purpose of this work is to construct the forward and backward solution space of a nonregular discrete time AR-representation i.e. A(σ)ξ(k) = 0, in a closed interval [0, N ] 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 which describe the AR-representation, i.e. the finite and infinite elementary divisors and the right minimal indices of A(σ).
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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