On the fundamental matrix of the inverse of a polynomial matrix and applications

نویسنده

  • N. P. Karampetakis
چکیده

—The aim of this work is twofold : a) it uses the fundamental matrix of the resolvent of a regular pencil in order to provide an algorithm for the computation of the fundamental matrix of the resolvent of a polynomial matrix, and b) it proposes a closed formula for the forward, backward and symmetric solution of an AutoRegressive Moving Average (ARMA). This closed formula is represented in terms of the fundamental matrix of the resolvent of one of the polynomial matrices that describes the ARMA representation.

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تاریخ انتشار 2004