文章基本信息

标题：EFFICIENT COMPUTATION OF THE MULTIVARIATE SYSTEM CHARACTERISTICS
本地全文：下载
作者：Kazys Kazlauskas
期刊名称：European Integration Studies
印刷版ISSN：2335-8831
出版年度：2015
卷号：39
期号：2
DOI：10.5755/j01.itc.39.2.12298
语种：English
出版社：Kaunas University of Technology
摘要：In this paper, we propose a simple and computationally efficient method for computation of the transfer function and other characteristics of the multivariate systems. Multivariate systems are described by autoregressive moving-average (ARMA) equations. The fast Fourier transform algorithm is applied. The method is highly suitable for computer realization. An example of the multivariate system with two inputs and two outputs is provided to demonstrate the efficiency of the proposed method. The method may be extended to multidimensional systems described by the ARMA equations.