Kybernetika 34 no. 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


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.