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Fundamental equivalence of discrete-time AR representations

Fundamental equivalence of discrete-time AR representations We examine the problem of equivalence of discrete time auto-regressive representations (DTARRs) over a finite time interval. Two DTARRs are defined as fundamentally equivalent (FE) over a finite time interval [0,N] if their solution spaces or behaviours are isomorphic. We generalize the concept of strict equivalence (SE) of matrix pencils to the case of general polynomial matrices and in turn we show that FE of DTARRs implies SE of the underlying polynomial matrices. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png International Journal of Control Taylor & Francis

Fundamental equivalence of discrete-time AR representations

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Fundamental equivalence of discrete-time AR representations

Vardulakis, A. I. G.; Antoniou, E.
International Journal of Control , Volume 76 (11): 11 – Jul 1, 2003

Abstract

We examine the problem of equivalence of discrete time auto-regressive representations (DTARRs) over a finite time interval. Two DTARRs are defined as fundamentally equivalent (FE) over a finite time interval [0,N] if their solution spaces or behaviours are isomorphic. We generalize the concept of strict equivalence (SE) of matrix pencils to the case of general polynomial matrices and in turn we show that FE of DTARRs implies SE of the underlying polynomial matrices.

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References (31)

Publisher
Taylor & Francis
Copyright
© 2003 Taylor & Francis Ltd
ISSN
1366-5820
eISSN
0020-7179
DOI
10.1080/00207I7031000123607
Publisher site
See Article on Publisher Site

Abstract

We examine the problem of equivalence of discrete time auto-regressive representations (DTARRs) over a finite time interval. Two DTARRs are defined as fundamentally equivalent (FE) over a finite time interval [0,N] if their solution spaces or behaviours are isomorphic. We generalize the concept of strict equivalence (SE) of matrix pencils to the case of general polynomial matrices and in turn we show that FE of DTARRs implies SE of the underlying polynomial matrices.

Journal

International Journal of Control – Taylor & Francis

Published: Jul 1, 2003

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