ON CONSTRUCTING A SHORTEST LINEAR RECURRENCE RELATION

lt has been shown in the literature that a formulation of the minimal partial realization problem in terms of exact modeling of a behavior l ends itself to an iterative polynomial solution. For the scalar case, we explicitly present such a solution in full detail, Unlike classical solution methods based on Hankel matrices, the algorithm is construct ive. It iteratively constructs a partial realization of minimal McMill an degree. The algorithm is known in information theory as the Berleka mp-Massey algorithm and is used for constructing a shortest linear rec urrence relation for a finite sequence of numbers.