Stability of nonlinear polynomial ARMA models and their inverse

  • Authors:
  • Evelio Hernández;Y. Arkun

  • Affiliations:
  • School of Chemical Engineering, Georgia Institute of Technology, Atlanta, GA;School of Chemical Engineering, Georgia Institute of Technology, Atlanta, GA

  • Venue:
  • IBM Journal of Research and Development
  • Year:
  • 2000

Quantified Score

Hi-index 0.00

Visualization

Abstract

Stability and invertibility of discrete time Polynomial ARMA models are studied in an 'extended neighbourhood' to extend the local results obtained earlier. The analysis combines linear robust control and classical nonlinear system theories. Polynomial ARMA models are used as examples illustrating the theory.