Algebraic Methods for the Construction of Algebraic-Difference Equations With Desired Behavior

For a given system of algebraic and difference equations, written as an Auto-Regressive (AR) representation $A(\sigma)\beta(k)=0$, where $\sigma $ denotes the shift forward operator and $A\left( \sigma \right) $ a regular polynomial matrix, the forward-backward behavior of this system can be constructed by using the finite and infinite elementary divisor structure of $A\left( \sigma \right) $. This work studies the inverse problem: Given a specific forward-backward behavior, find a family of regular or non-regular polynomial matrices $A\left( \sigma \right) $, such that the constructed system $A\left( \sigma \right) \beta \left( k\right) =0$ has exactly the prescribed behavior. It is proved that this problem can be reduced either to a linear system of equations problem or to an interpolation problem and an algorithm is proposed for constructing a system satisfying a given forward and/or backward behavior.

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