CanForm

CanForm.echelon

CanForm.final

CanForm.scm

an arbitrary <code>pMvarma</code> class object

an arbitrary or "<code>echelon</code>", "<code>final</code>", "<code>scm</code>" form code

form

The representation of an ARMA processes is unambiguous only in canonical form.
The <code>CanForm</code> method, if the necessary parameters are given
converts the ARMA representation to
<code>echelon</code>, <code>final</code> or <code>scm</code> form.

utilities

Implementation of class "polyMatrix" for storing a matrix of polynomials and implements
basic matrix operations; including a determinant and characteristic polynomial.
It is based on the package 'polynom' and uses a lot of its methods to implement matrix operations.
This package includes 3 methods of triangularization of polynomial matrices:
Extended Euclidean algorithm which is most classical but numerically unstable;
Sylvester algorithm based on LQ decomposition;
Interpolation algorithm is based on LQ decomposition and Newton interpolation.
Both methods are described in
D. Henrion & M. Sebek, Reliable numerical methods for polynomial matrix triangularization,
IEEE Transactions on Automatic Control (Volume 44, Issue 3, Mar 1999, Pages 497-508) <doi:10.1109/9.751344>
and in
Salah Labhalla, Henri Lombardi & Roger Marlin,
Algorithmes de calcule de la reduction de Hermite d'une matrice a coefficients polynomeaux,
Theoretical Computer Science (Volume 161, Issue 1-2, July 1996, Pages 69-92) <doi:10.1016/0304-3975(95)00090-9>.

Nikolai Ryzhkov

polyMatrix

Infrastructure for Manipulation Polynomial Matrices

Tamas Prohle

Peter Prohle

Ildiko Laszlo

Ulas Onat Alakent

CanForm function

Conversion of an ARMA representation to a canonical form — CanForm

Conversion of an ARMA representation to a canonical form

CanForm: Conversion of an ARMA representation to a canonical form

Description

Usage

Arguments

Value

See Also

Examples