Abstract
The aim of this paper is to apply an algorithm related to the rational approximation for the identification of the lag structure in a transfer-function model. In fact, we apply the e-algorithm proposed by Berlinet [3–5] to determine the polynomial orders in univariate and multivariate ARMA models. Furthermore, it has been proposed by Berlinet [5], Gonzalez and Cano [13, 14] and Gonzalez et al. [15] for a transfer-function model with one input and multiple inputs, respectively.
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