论文信息 - DETERMINISTIC ARMA MODELS

DETERMINISTIC ARMA MODELS

This paper deals with the ubiquitous class of linear time-invariant finite dimensional systems. In [1] it has been shown that this is precisely the class of AR systems, that is, the dynamical systems whose behavior is governed by a finite set of autoregressive relations. We emphasize that the term autoregressive should here be understood in a purely deterministic sense.

J. Willems | J. Nieuwenhuis

[1] Jr. G. Forney,et al. Minimal Bases of Rational Vector Spaces, with Applications to Multivariable Linear Systems , 1975 .

[2] A. P. Robertson,et al. Topological Vector Spaces , 1980 .

[3] Thomas Kailath,et al. Linear Systems , 1980 .

[4] J. Willems. Input-output and state-space representations of finite-dimensional linear time-invariant systems , 1983 .

[5] Arjan van der Schaft,et al. System theoretic descriptions of physical systems , 1983 .

[6] Jan C. Willems,et al. From time series to linear system - Part III: Approximate modelling , 1987, Autom..