Properties of the parametrization of monic ARMA systems. (English) Zbl 0674.93059
Summary: Some properties of the parametrization of (multi-input, multi-output) monic ARMA systems with prescribed column degrees are considered. In particular we give a minimal cover for the set of transfer functions corresponding to all ARMA systems in terms of this parametrization, we investigate the relation between the Kronecker indices and the prescribed column degrees and we investigate the boundary of a certain parameter space and of the corresponding set of transfer functions.
MSC:
| 93E03 | Stochastic systems in control theory (general) |
| 62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
| 93E12 | Identification in stochastic control theory |
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