کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
417492 | 681529 | 2013 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Widely linear prediction for transfer function models based on the infinite past
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موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Widely linear prediction for transfer function models based on the infinite past Widely linear prediction for transfer function models based on the infinite past](/preview/png/417492.png)
چکیده انگلیسی
The problem of widely linear (WL) prediction for both WL ARMA models and WL transfer function models on the basis of infinite past information is studied. A recursive algorithm to obtain a suboptimum predictor for WL ARMA systems is first given. Then this algorithm is used to develop another recursive algorithm which performs WL prediction for transfer function models. The suggested solutions become an alternative to the WL prediction based on a finite number of observations provided the size of the time series is sufficiently large.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 58, February 2013, Pages 139–146
Journal: Computational Statistics & Data Analysis - Volume 58, February 2013, Pages 139–146
نویسندگان
Jesús Navarro-Moreno, Javier Moreno-Kaiser, Rosa María Fernández-Alcalá, Juan Carlos Ruiz-Molina,