AR systems and AR processes: the singular case
نویسندگان
چکیده
منابع مشابه
Ar Systems and Ar Processes: the Singular Case
We deal with singular multivariate AR systems and the corresponding AR processes. An AR system is called singular if the variance of the white noise innovation is singular. AR processes are the stationary solutions of AR systems. In the singular case AR processes consist of a linearly regular and a linearly singular component. The corresponding Yule-Walker equations and in particular the possib...
متن کاملTHE EXTENDED LAW OF CORRESPONDING - STATES AND THE INTERMOLECULAR POTENTIALS FOR Ar-Ar, Ar-Kr AND Kr-Kr
An inversion procedure is used to obtain from the extended principle of corresponding - states the pair interaction potentials for argon, krypton and its mixture over a tetnperature range from absolute zero to the onset of ionization. The experimentally-reduced viscosity collision integrals obtained from the corresponding - states correlation have been inverted directly to give the reduced...
متن کاملthe extended law of corresponding - states and the intermolecular potentials for ar-ar, ar-kr and kr-kr
an inversion procedure is used to obtain from the extended principle of corresponding - states the pair interaction potentials for argon, krypton and its mixture over a tetnperature range from absolute zero to the onset of ionization. the experimentally-reduced viscosity collision integrals obtained from the corresponding - states correlation have been inverted directly to give the reduced-inte...
متن کاملSolutions of Yule-Walker equations for singular AR processes
A study is presented on solutions of the Yule-Walker equations for singular AR processes that are stationary outputs of a given AR system. If the Yule-Walker equations admit more than one solution and the order of the AR system is no less than two, the solution set includes solutions which define unstable AR systems. The solution set also includes one solution, the minimal norm solution, which ...
متن کاملdiscriminant analysis in ar(p) plus different noises processes
the problem of discrimination between two stationary ar(p) plus noise processes is consideredwhen the noise process are different in two models. the discrimination rule leads to a quadratic form withcumbersome matrices. an approximate and analytic form is given to distribution of the discriminant. thesimulation study has been used to show the performance of discrimination rule. the cumulants of...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Communications in Information and Systems
سال: 2011
ISSN: 1526-7555,2163-4548
DOI: 10.4310/cis.2011.v11.n3.a2