DocumentCode
910944
Title
Observation noise and zero loci of the time series model
Author
Kishida, Kuniharu ; Yamada, Sumasu ; Sugibayashi, Nobuo
Author_Institution
Dept. of Appl. Math., Gifu Univ., Japan
Volume
41
Issue
6
fYear
1993
fDate
6/1/1993 12:00:00 AM
Firstpage
2269
Lastpage
2273
Abstract
The properties of zeros of time series models are examined in a linear stochastic system with white Gaussian observation noise. Each zero has a locus in the complex plane as the variance of observation noise changes from zero to infinity. An application of zero loci is presented for understanding the properties of the autoregressive model
Keywords
linear systems; poles and zeros; signal processing; stochastic systems; time series; white noise; autoregressive model; linear stochastic system; time series model; white Gaussian observation noise; zero loci; Autoregressive processes; Convergence; Gaussian noise; Poles and zeros; Power engineering and energy; Power system modeling; Spectral analysis; Stochastic systems; System identification; White noise;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.218158
Filename
218158
Link To Document