TY - BOOK
T1 - Inputs, outputs and states in the representation of time series
AU - Praagman, C.
PY - 1987
Y1 - 1987
N2 - 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.
AB - 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.
M3 - Report
T3 - Memorandum COSOR
BT - Inputs, outputs and states in the representation of time series
PB - Technische Universiteit Eindhoven
CY - Eindhoven
ER -