Forward, backward, and symmetric solutions of discrete ARMA representations

DOI10.1007/BF01204924MaRDI QIDQ5957035zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3652729 (Why is no real title available?)
• A survey of linear singular systems
• Boundary-value descriptor systems: well-posedness, reachability and observability
• Computation of the inverse of a polynomial matrix and evaluation of its Laurent expansion
• Dynamic equations in descriptor form
• Fundamental matrix of discrete singular systems
• Fundamental, reachability, and observability matrices for discrete descriptor systems
• On the analysis of discrete linear time-invariant singular systems
• Paradigms and puzzles in the theory of dynamical systems
• Solution of discrete ARMA-representations via MAPLE
• Time-invariant descriptor systems

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
• On the fundamental matrix of the inverse of a polynomial matrix and applications to ARMA representations
• Connecting forward and backward autoregressive models

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