State representations of ARMA-models

被引:1
|
作者
Lomadze, Vakhtang [1 ,2 ]
机构
[1] A Razmadze Math Inst, GE-0193 Tbilisi, Georgia
[2] Govt Coll Univ, Abdus Salam Sch Math Sci, Lahore, Pakistan
关键词
ARMA-model; state representation; homotopy;
D O I
10.1080/00207179.2010.505248
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A state representation of an arbitrary ARMA-model is computed explicitly. It is shown then that every ARMA-model is homotopy equivalent to its state representation, and that two state models are homotopy equivalent if and only if they are similar.
引用
收藏
页码:2091 / 2097
页数:7
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