A spectral characterization of the behavior of discrete time AR–representations over a finite time interval

E. N. Antoniou; Antonis I. G. Vardulakis; Nikolas P. Karampetakis

Kybernetika (1998)

  • Volume: 34, Issue: 5, page [555]-564
  • ISSN: 0023-5954

Abstract

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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 gived.

How to cite

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Antoniou, E. N., Vardulakis, Antonis I. G., and Karampetakis, Nikolas P.. "A spectral characterization of the behavior of discrete time AR–representations over a finite time interval." Kybernetika 34.5 (1998): [555]-564. <http://eudml.org/doc/33388>.

@article{Antoniou1998,
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 gived.},
author = {Antoniou, E. N., Vardulakis, Antonis I. G., Karampetakis, Nikolas P.},
journal = {Kybernetika},
keywords = {discrete time auto regressive (AR) model; boundary conditions; finite and infinite spectral structure of the polynomial matrix; discrete time auto regressive (AR) model; boundary conditions; finite and infinite spectral structure of the polynomial matrix},
language = {eng},
number = {5},
pages = {[555]-564},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A spectral characterization of the behavior of discrete time AR–representations over a finite time interval},
url = {http://eudml.org/doc/33388},
volume = {34},
year = {1998},
}

TY - JOUR
AU - Antoniou, E. N.
AU - Vardulakis, Antonis I. G.
AU - Karampetakis, Nikolas P.
TI - A spectral characterization of the behavior of discrete time AR–representations over a finite time interval
JO - Kybernetika
PY - 1998
PB - Institute of Information Theory and Automation AS CR
VL - 34
IS - 5
SP - [555]
EP - 564
AB - 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 gived.
LA - eng
KW - discrete time auto regressive (AR) model; boundary conditions; finite and infinite spectral structure of the polynomial matrix; discrete time auto regressive (AR) model; boundary conditions; finite and infinite spectral structure of the polynomial matrix
UR - http://eudml.org/doc/33388
ER -

References

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  7. Gantmacher F. R., Matrix Theory, Chelsea, New York 1971 
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  9. Gohberg I., Kaashoek M. A., Lerer L., Rodman L., 10.1512/iumj.1981.30.30027, I. Spectral method. Indiana J. Math. 30 (1981), 321–356 (1981) Zbl0449.15015MR0611224DOI10.1512/iumj.1981.30.30027
  10. Gohberg I., Kaashoek M. A., Lerer L., Rodman L., 10.1080/03081088208817483, II. Van der Monde and resultant matrices. Linear and Multilinear Algebra 12 (1982), 159–203 (1982) Zbl0496.15014MR0678825DOI10.1080/03081088208817483
  11. Vardulakis A. I. G., Linear Multivariable Control – Algebraic Analysis and Synthesis Methods, Wiley, New York 1991 Zbl0751.93002MR1104222
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