DocumentCode
2998737
Title
Modeling of a nonstationary stochastic process produced by a linear time-varying system
Author
Koga, Tosiro ; Miyazaki, Akio
Author_Institution
Kyushu University, Fukuoka, Japan
Volume
11
fYear
1986
fDate
7-11 April 1986
Firstpage
2739
Lastpage
2742
Abstract
We have clarified in this work the conditions for a discrete-time Gaussian process to be an auto-regressive (AR-), moving average (MA-), or ARMA-process based on the canonical representation of the Gaussian process. We have already established the algorithm for synthesizing circuits representing the processes, and also obtained basic theorems on the convergence properties of the algorithms of linear prediction of the processes. These results will be published in a following paper.
Keywords
Circuits; Computer science; Gaussian processes; Hilbert space; Signal processing; Stochastic processes; Technological innovation; Time varying systems; Transfer functions; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
Conference_Location
Tokyo, Japan
Type
conf
DOI
10.1109/ICASSP.1986.1168616
Filename
1168616
Link To Document