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A state–space approach to calculating the Beveridge–Nelson decomposition

✍ Scribed by James C. Morley


Book ID
117332181
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
42 KB
Volume
75
Category
Article
ISSN
0165-1765

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The present book deals with canonical factorization problems for di?erent classes of matrix and operator functions. Such problems appear in various areas of ma- ematics and its applications. The functions we consider havein common that they appear in the state space form or can be represented in suc