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ON THE CONSTRUCTION OF THE FORWARD AND BACKWARD SOLUTION SPACE OF A DISCRETE TIME AR-REPRESENTATION
N. P. Karampetakis*
* Department of Mathematics, Aristotle University of
Thessaloniki, Thessaloniki 54006, Greece, karampet@auth.gr
The main purpose of this work is to construct the forward and backward solution space of a nonregular discrete time AR-representation, in a closed interval. The construction of the behavior is based on the structural invariants of the polynomial matrix which describe the AR-representation, i.e. the finite and infinite elementary divisors and the right minimal indices.
Keywords: Autotegressive models, behaviour, boundary conditions, discrete time systems, indices
Session slot T-Th-M17: Discrete time linear systems/Area code 2b : Linear Systems
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