IEICE TRANSACTIONS on transactions
A Consideration on the Modeling of a Nonstationary ARMA Process
Summary :
This letter considers the problem of modeling a nonstationary Gaussian ARMA process. The corresponding approximation problem is formulated on the basis of the theory of canonical representation of the Gaussian process. Further, it will be shown that the solution can be obtained by solving a set of linear equations, as an extension of the Padé approximation established in the stationary case.
- Publication
- IEICE TRANSACTIONS on transactions Vol.E73-E No.11 pp.1800-1801
- Publication Date
- 1990/11/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- Special Section LETTER (Special Issue on 1990 Autumn Natl. Conv. IEICE)
- Category
- Signals, Circuits and Images
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Tosiro KOGA, Haiyang GAO, "A Consideration on the Modeling of a Nonstationary ARMA Process" in IEICE TRANSACTIONS on transactions,
vol. E73-E, no. 11, pp. 1800-1801, November 1990, doi: .
Abstract: This letter considers the problem of modeling a nonstationary Gaussian ARMA process. The corresponding approximation problem is formulated on the basis of the theory of canonical representation of the Gaussian process. Further, it will be shown that the solution can be obtained by solving a set of linear equations, as an extension of the Padé approximation established in the stationary case.
URL: https://global.ieice.org/en_transactions/transactions/10.1587/e73-e_11_1800/_p
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@ARTICLE{e73-e_11_1800,
author={Tosiro KOGA, Haiyang GAO, },
journal={IEICE TRANSACTIONS on transactions},
title={A Consideration on the Modeling of a Nonstationary ARMA Process},
year={1990},
volume={E73-E},
number={11},
pages={1800-1801},
abstract={This letter considers the problem of modeling a nonstationary Gaussian ARMA process. The corresponding approximation problem is formulated on the basis of the theory of canonical representation of the Gaussian process. Further, it will be shown that the solution can be obtained by solving a set of linear equations, as an extension of the Padé approximation established in the stationary case.},
keywords={},
doi={},
ISSN={},
month={November},}
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TY - JOUR
TI - A Consideration on the Modeling of a Nonstationary ARMA Process
T2 - IEICE TRANSACTIONS on transactions
SP - 1800
EP - 1801
AU - Tosiro KOGA
AU - Haiyang GAO
PY - 1990
DO -
JO - IEICE TRANSACTIONS on transactions
SN -
VL - E73-E
IS - 11
JA - IEICE TRANSACTIONS on transactions
Y1 - November 1990
AB - This letter considers the problem of modeling a nonstationary Gaussian ARMA process. The corresponding approximation problem is formulated on the basis of the theory of canonical representation of the Gaussian process. Further, it will be shown that the solution can be obtained by solving a set of linear equations, as an extension of the Padé approximation established in the stationary case.
ER -
English
