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Inputs, outputs and states in the representation of time series

By C Kees Praagman


Introduction: Recently the development of numerically reliable algorithms for polynomial matrices has drawn the attention within the field of system theory. See for instance Van Dooren [4], Beelen [1], Beelen-Veltkamp [2], Beelen-van den Hurk-Praagman [3]. In this paper I shall apply these recently achieved results to obtain various representations for families of time series, specified a priori by AR-equations. All algorithms are numerically reliable, but some are very time consuming

Publisher: Technische Universiteit Eindhoven
Year: 1987
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Provided by: Repository TU/e
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