Operator algebra of the discrete time-variant linear systems

The authors give the fundamentals of the operator-algebraic treatment of time-varying systems in discrete time in a refined form. As a result, it is shown that conventional techniques known in the theory of linear time-invariant systems, for example, digital filters, can be extended also to linear time-varying systems. As an application of the results, explicit formulas of PARCOR coefficients of the nonstationary AR process are given.<>