On State Space Representations of AR-Models

• Published in: Georgian mathematical journal Vol. 7; no. 1; pp. 117 - 131
• Main Author: Lomadze, V.
• Format: Journal Article
• Language: English
• Published: Walter de Gruyter GmbH & Co. KG 01.03.2000
• Subjects: AR-model; behavior; cohomology space; internal variable; linear system; locally free sheaf; polynomial matrix; state

A state space representation of a (singular) AR-model is defined. It is shown, in particular, that this representation determines the model uniquely up to an isomorphism and respects its behavior. An explicit construction is presented for a ”standard” AR-model.