کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4630022 | 1340592 | 2012 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On a recursive method including both CG and Burg’s algorithms
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: On a recursive method including both CG and Burg’s algorithms On a recursive method including both CG and Burg’s algorithms](/preview/png/4630022.png)
چکیده انگلیسی
The CG method (conjugate gradient method) is one of the most important and useful algorithms for the numerical solution of linear equations. On the other hand, Burg’s algorithm is an algorithm for estimating the parameters of time series models. Both algorithms are quite popular in the field of numerical calculation and time series analysis, respectively. It is less known, however, that these algorithms have a common mathematical structure. It seems that not so many researchers are familiar with both of these algorithms. Therefore, in this paper, we review these algorithms and see how they are related with each other. This leads to a notion of “anti-stationarity” in time series analysis.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 219, Issue 3, 15 October 2012, Pages 773–780
Journal: Applied Mathematics and Computation - Volume 219, Issue 3, 15 October 2012, Pages 773–780
نویسندگان
Masaya Matsuura,