© 1996 by Institute of Mathematics and its Applications
On the anticipation phenomenon for implicit linear discrete-time systems on finite intervals
Polish Telecom
wietokrzyska 3, 00-945 Warszawa, Poland
Institute of Mathematics, Polish Academy of Sciences
niadeckich 8, P.O. Box 137, 00-950 Warszawa, Poland
Implicit linear discrete-time systems are systems described by the difference equation Exk+1 = Fxk + Guk. It is well known that, for such systems, the current value of a trajectory (xk) may be dependent on future values of an input sequence (uk). This property, which is called the anticipation phenomenon, has previously been studied by the authors for k running through the whole set of nonnegative integers. In this paper, we study this phenomenon for systems defined on finite intervals. In particular, we give a quantitative characterization of anticipation phenomenon by introducing the so-called anticipation index of a system.