|
ON THE DETERMINATION OF THE DIMENSION OF THE SOLUTION SPACE OF DISCRETE TIME AR-REPRESENTATIONS
N. P. Karampetakis*
* Department of Mathematics, Aristotle University of
Thessaloniki, Thessaloniki 54006, Greece, karampet@auth.gr
The main purpose of this work is to determine the dimension of the solution space of a nonregular discrete time AR-representation in a closed interval. It is shown that the dimension of the solution space of such a system is strongly related to the structural invariants of the polynomial matrix which describes the system i.e. finite and infinite elementary divisors and right minimal indices.
Keywords: Autoregressive models, behaviour, boundary conditions, discrete time systems, indices
Session slot T-Th-M17: Discrete time linear systems/Area code 2b : Linear Systems
 | 