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
fDate :
6/1/1993 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
