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Kybernetika 34(5):555-564, 1998.

A Spectral Characterization of the Behavior of Discrete Time AR-Representations Over a Finite Time Interval.

E.N. Antoniou, A.I.G. Vardulakis and N.P. Karampetakis


Abstract:

In this paper we investigate the behavior of the discrete time AR (Auto Regressive) representations over a finite time interval, in terms of the finite and infinite spectral structure of the polynomial matrix involved in the AR-equation. A boundary mapping equation and a closed formula for the determination of the solution, in terms of the boundary conditions, are also gived.


AMS: 60G;


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BIB TeX

@article{kyb:1998:5:555-564,

author = {Antoniou, E.N. and Vardulakis, A.I.G. and Karampetakis, N.P.},

title = {A Spectral Characterization of the Behavior of Discrete Time AR-Representations Over a Finite Time Interval.},

journal = {Kybernetika},

volume = {34},

year = {1998},

number = {5},

pages = {555-564}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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