Inputs, outputs and states in the representation of time series

C. Praagman

    Research output: Book/ReportReportAcademic

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    Abstract

    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.
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherTechnische Universiteit Eindhoven
    Number of pages9
    Publication statusPublished - 1987

    Publication series

    NameMemorandum COSOR
    Volume8732
    ISSN (Print)0926-4493

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