Spectral analysis of ARMA processes by Prony's method
Emil Pelikán (1984)
Kybernetika
Similarity:
Emil Pelikán (1984)
Kybernetika
Similarity:
Mostafa Mbekhta, Jaroslav Zemánek (2007)
Banach Center Publications
Similarity:
Irene Rousseau (2001)
Visual Mathematics
Similarity:
Antonín Otáhal (1984)
Kybernetika
Similarity:
Nicolay N. Demesh, Sergey L. Chekhmenok (2005)
SORT
Similarity:
In earlier papers, 2π-periodic spectral data windows have been used in spectral estimation of discrete- time random fields having finite second-order moments. In this paper, we show that 2π-periodic spectral windows can also be used to construct estimates of the spectral density of a homogeneous symmetric α-stable discrete-time random field. These fields do not have second-order moments if 0 < α < 2. We construct an estimate of the spectrum, calculate the asymptotic mean...
Rakhmatullina, L.F. (1997)
Memoirs on Differential Equations and Mathematical Physics
Similarity: