Forward, backward, and symmetric solutions of discrete ARMA representations

DOI10.1007/BF01204924zbMATH Open0997.93089OpenAlexW1480143973MaRDI QIDQ5957035FDOQ5957035

Authors: Nicholas Karampetakis, Jon Jones, Efstathios 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

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zbMATH Keywords

discrete-time systemsbackward solutionsymmetric solutionclosed formulaARMA representation

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• A survey of linear singular systems
• Paradigms and puzzles in the theory of dynamical systems
• Dynamic equations in descriptor form
• Time-invariant descriptor systems
• Boundary-value descriptor systems: well-posedness, reachability and observability
• Computation of the inverse of a polynomial matrix and evaluation of its Laurent expansion
• On the analysis of discrete linear time-invariant singular systems
• Fundamental, reachability, and observability matrices for discrete descriptor systems
• Fundamental matrix of discrete singular systems
• Solution of discrete ARMA-representations via MAPLE

Cited In (8)

• On the solution space of discrete time AR-representations over a finite time horizon
• Solution of discrete ARMA-representations via MAPLE
• Algebraic methods for the construction of algebraic-difference equations with desired behavior
• Reachability of discrete time ARMA representations
• Reachability and controllability of discrete-time descriptor systems
• Observability of linear discrete-time systems of algebraic and difference equations
• Connecting forward and backward autoregressive models
• On the fundamental matrix of the inverse of a polynomial matrix and applications to ARMA representations

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