Forward, backward, and symmetric solutions of discrete ARMA representations

DOI10.1007/BF01204924zbMath0997.93089OpenAlexW1480143973MaRDI QIDQ5957035

Jon Jones, Nicholas P. Karampetakis, Efstathios N. Antoniou

Publication date: 28 February 2002

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01204924

zbMATH Keywords

discrete-time systemsARMA representationbackward solutionclosed formulasymmetric solution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

Related Items (5)

Solution of discrete ARMA-representations via MAPLE ⋮ Observability of linear discrete-time systems of algebraic and difference equations ⋮ Unnamed Item ⋮ On the fundamental matrix of the inverse of a polynomial matrix and applications to ARMA representations ⋮ Reachability and controllability of discrete-time descriptor systems

Cites Work

• Unnamed Item
• Fundamental matrix of discrete singular systems
• Time-invariant descriptor systems
• Solution of discrete ARMA-representations via MAPLE
• A survey of linear singular systems
• Fundamental, reachability, and observability matrices for discrete descriptor systems
• Computation of the inverse of a polynomial matrix and evaluation of its Laurent expansion
• On the analysis of discrete linear time-invariant singular systems
• Boundary-value descriptor systems: well-posedness, reachability and observability
• Paradigms and puzzles in the theory of dynamical systems
• Dynamic equations in descriptor form

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