On the fundamental matrix of the inverse of a polynomial matrix and applications to ARMA representations (Q734938)
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scientific article; zbMATH DE number 5614902
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the fundamental matrix of the inverse of a polynomial matrix and applications to ARMA representations |
scientific article; zbMATH DE number 5614902 |
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On the fundamental matrix of the inverse of a polynomial matrix and applications to ARMA representations (English)
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14 October 2009
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The fundamental matrix of the inverse of a polynomial matrix is computed. The algorithm is based on the fundamental matrix of a particular Toeplitz structured matrix. The fundamental matrix is then used to provide closed formulae for the solutions of Auto Regressive Moving Average (ARMA) reprsentations.
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Laurent expansion
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Auto Regressive Moving Average (ARMA) representations
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discrete-time systems
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fundamental matrix
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inverse
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polynomial matrix
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Toeplitz structured matrix
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