Modeling of discrete-time time series: a summary
A.C. Antoulas · 2002
Summary form only given. The approach to modeling inspired by the behavioral framework consists in treating all measurements on an equal footing, not distinguishing between inputs and outputs. Consequently, the initial search is for autonomous models. In the linear, time invariant case, the main result guarantees the existence of a minimal complexity autonomous generating model /spl Theta/*. This means that all other models /spl Theta/ can be explicitly constructed from /spl Theta/* by means of a feedback configuration. Among them in most cases, the so-called input-output controllable models are of interest. These models can be constructed in an easy-to-implement, recursive way.>