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On State Space Representations of AR-Models
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V. Lomadze
Published/Copyright:
February 18, 2010
Abstract
A state space representation of a (singular) AR-model is defined. It is shown, in particular, that this representation determines the model uniquely up to an isomorphism and respects its behavior. An explicit construction is presented for a ”standard” AR-model.
Key words and phrases.: AR-model; behavior; state; internal variable; linear system; locally free sheaf; cohomology space; polynomial matrix
Received: 1998-09-28
Published Online: 2010-02-18
Published in Print: 2000-March
© Heldermann Verlag
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Keywords for this article
AR-model;
behavior;
state;
internal variable;
linear system;
locally free sheaf;
cohomology space;
polynomial matrix
Articles in the same Issue
- On Fourier Coefficients of Functions of Generalized Wiener Class
- Asymptotic Distribution of Eigenelements of the Basic Two-Dimensional Boundary-Contact Problems of Oscillation in Classical and Couple-Stress Theories of Elasticity
- New Proofs of Two-Weight Norm Inequalities for the Maximal Operator
- Convergent Rearrangements of Series of Vector-Valued Functions
- On the Convergence and Summability of N-Dimensional Fourier Series with Respect to the Walsh–Paley Systems in the Spaces LP([0, 1]N), p ∈ [1, + ∞]
- A Direct Boundary Integral Method for a Mobility Problem
- Unconditional Convergence of Random Series and the Geometry of Banach Spaces
- Quasi-Linearisation Methods for a Non-Linear Heat Equation with Functional Dependence
- On State Space Representations of AR-Models
- On a Nonlocal Boundary Value Problem for Second Order Nonlinear Singular Differential Equations
- On the Ito formula in a Banach Space
- On the Rearranged Block-Orthonormal Systems
- Classification of Singularities at Infinity of Polynomials of Degree 4 in Two Variables
- Qualitative Investigation of Two-Dimensional Chua's System
