A　METHOD　TO　FACTORIZE　THE　SPECTRAL　DENSITY　OF　MULTIPLE　MOVING　AVERAGE　PROCESSES

被引：1

作者：

LI Lei(Institute of Systems Science

机构：

来源：

Journal of Systems Science & Complexity | 1994年 / 02期

关键词：

Multiple MA process; spectral factorization; state space model;

D O I：

暂无

中图分类号：

O151.24 [向量代数、因子代数、代数不变量论];

学科分类号：

070104 ;

摘要：

ＡＭＥＴＨＯＤＴＯＦＡＣＴＯＲＩＺＥＴＨＥＳＰＥＣＴＲＡＬＤＥＮＳＩＴＹＯＦＭＵＬＴＩＰＬＥＭＯＶＩＮＧＡＶＥＲＡＧＥＰＲＯＣＥＳＳＥＳ￥ＬＩＬｅｉ（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，ＡｃａｄｅｍｉａＳｉｎｉｃａ，Ｂｅｉｊｉｎｇ１０...

引用

页码：169 / 176

页数：8

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A METHOD TO FACTORIZE THE SPECTRAL DENSITY OF MULTIPLE MOVING AVERAGE PROCESSES

A　METHOD　TO　FACTORIZE　THE　SPECTRAL　DENSITY　OF　MULTIPLE　MOVING　AVERAGE　PROCESSES